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
29.04.2024 0.73% 11.59 CHF 11.68 CHF 10'000 7'500 10'000 7'500 118'808 CHF 89'762 CHF 100.00% 100.00%
26.04.2024 0.70% 11.72 CHF 11.80 CHF 10'000 7'500 10'000 7'500 113'484 CHF 85'715 CHF 99.10% 99.10%
25.04.2024 0.82% 10.92 CHF 11.01 CHF 10'000 7'500 10'000 7'500 108'008 CHF 81'670 CHF 98.98% 98.98%
24.04.2024 0.73% 11.79 CHF 11.88 CHF 10'000 7'500 10'000 7'500 117'716 CHF 88'935 CHF 100.00% 100.00%
23.04.2024 0.70% 11.47 CHF 11.54 CHF 10'000 7'500 10'000 7'500 112'721 CHF 85'138 CHF 99.99% 99.99%
22.04.2024 0.78% 10.59 CHF 10.67 CHF 10'000 7'500 9'740 7'344 100'252 CHF 76'178 CHF 99.99% 99.99%
19.04.2024 0.78% 10.44 CHF 10.52 CHF 10'000 7'500 10'000 7'500 103'519 CHF 78'249 CHF 99.86% 99.86%
18.04.2024 0.78% 10.85 CHF 10.93 CHF 10'000 7'500 10'000 7'500 106'402 CHF 80'423 CHF 99.19% 99.19%
17.04.2024 0.72% 11.05 CHF 11.13 CHF 10'000 7'500 10'000 7'500 113'701 CHF 85'893 CHF 97.42% 97.42%
16.04.2024 0.79% 10.98 CHF 11.07 CHF 10'000 7'500 10'000 7'500 111'596 CHF 84'364 CHF 100.00% 100.00%

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