Qualitätsmerkmale Market Making

Date Average Spread Last Best Bid Price Last Best Ask Price Last Best Bid Volume Last Best Ask Volume Average Buy Volume Average Sell Volume Average Buy Value Average Sell Value Spreads Availability Ratio Quote Availability
24.05.2024 0.12% 8.52 CHF 8.53 CHF 100'000 100'000 99'843 99'843 842'173 CHF 843'172 CHF 92.89% 92.89%
23.05.2024 0.11% 8.70 CHF 8.71 CHF 100'000 100'000 99'200 99'197 886'148 CHF 887'111 CHF 98.91% 98.91%
22.05.2024 0.11% 9.13 CHF 9.14 CHF 100'000 100'000 99'334 99'334 904'035 CHF 905'029 CHF 99.70% 99.70%
21.05.2024 0.11% 9.09 CHF 9.10 CHF 100'000 100'000 99'206 99'206 898'282 CHF 899'275 CHF 99.79% 99.79%
17.05.2024 0.11% 9.12 CHF 9.13 CHF 100'000 100'000 99'276 99'276 904'774 CHF 905'768 CHF 99.77% 99.77%
16.05.2024 0.11% 9.17 CHF 9.18 CHF 100'000 100'000 99'536 99'536 907'118 CHF 908'114 CHF 99.48% 99.48%
15.05.2024 0.11% 9.00 CHF 9.01 CHF 100'000 100'000 99'138 99'138 875'979 CHF 876'971 CHF 99.84% 99.84%
14.05.2024 0.11% 8.72 CHF 8.73 CHF 100'000 100'000 99'838 99'838 870'629 CHF 871'627 CHF 98.89% 98.89%
13.05.2024 0.11% 8.81 CHF 8.82 CHF 100'000 100'000 99'066 99'059 872'523 CHF 873'454 CHF 100.00% 100.00%
10.05.2024 0.11% 8.75 CHF 8.76 CHF 100'000 100'000 99'193 99'193 870'801 CHF 871'794 CHF 99.39% 99.39%

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