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
10.05.2024 0.25% 7.99 CHF 8.01 CHF 19'400 19'400 19'261 19'261 155'404 CHF 155'789 CHF 99.99% 99.99%
08.05.2024 0.24% 8.21 CHF 8.23 CHF 18'400 18'400 18'419 18'419 152'072 CHF 152'441 CHF 99.09% 99.09%
07.05.2024 0.24% 8.30 CHF 8.32 CHF 19'900 19'900 19'994 19'994 163'486 CHF 163'886 CHF 99.52% 99.52%
06.05.2024 0.27% 7.54 CHF 7.56 CHF 21'800 21'800 22'088 22'088 160'744 CHF 161'186 CHF 100.00% 100.00%
03.05.2024 0.29% 6.79 CHF 6.81 CHF 23'300 23'300 23'395 23'395 159'694 CHF 160'162 CHF 99.64% 99.64%
02.05.2024 0.30% 6.59 CHF 6.61 CHF 24'000 24'000 23'785 23'785 157'218 CHF 157'694 CHF 99.98% 99.98%
30.04.2024 0.31% 6.47 CHF 6.49 CHF 23'500 23'500 23'378 23'378 152'725 CHF 153'193 CHF 99.98% 99.98%
29.04.2024 0.27% 6.88 CHF 6.90 CHF 16'400 16'400 16'323 16'323 120'211 CHF 120'538 CHF 98.23% 98.23%
26.04.2024 0.19% 10.13 CHF 10.15 CHF 14'800 14'800 14'707 14'707 155'085 CHF 155'379 CHF 98.60% 98.60%
25.04.2024 0.23% 10.59 CHF 10.61 CHF 18'200 18'200 18'879 18'879 167'124 CHF 167'502 CHF 98.65% 98.65%

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