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
23.05.2024 0.28% 10.10 CHF 10.15 CHF 21'000 21'000 20'800 20'800 207'489 CHF 208'071 CHF 99.17% 99.17%
22.05.2024 0.46% 10.20 CHF 10.25 CHF 21'000 21'000 20'803 20'803 209'279 CHF 210'232 CHF 100.00% 100.00%
21.05.2024 0.10% 9.80 CHF 9.81 CHF 20'000 20'000 19'812 19'812 192'903 CHF 193'101 CHF 99.61% 99.61%
17.05.2024 0.10% 9.67 CHF 9.68 CHF 20'000 20'000 19'812 19'812 192'058 CHF 192'256 CHF 100.00% 100.00%
16.05.2024 0.10% 9.83 CHF 9.84 CHF 20'000 20'000 19'813 19'813 193'942 CHF 194'143 CHF 96.97% 96.97%
15.05.2024 0.47% 10.60 CHF 10.65 CHF 21'000 21'000 20'802 20'802 222'001 CHF 223'043 CHF 100.00% 100.00%
14.05.2024 0.46% 10.95 CHF 11.00 CHF 21'000 21'000 21'141 21'141 233'286 CHF 234'344 CHF 98.73% 98.73%
13.05.2024 0.47% 10.60 CHF 10.65 CHF 21'000 21'000 20'802 20'802 222'686 CHF 223'727 CHF 100.00% 100.00%
10.05.2024 0.47% 10.85 CHF 10.90 CHF 21'000 21'000 20'825 20'825 224'620 CHF 225'662 CHF 99.42% 99.42%
08.05.2024 0.45% 11.15 CHF 11.20 CHF 21'000 21'000 21'433 21'433 239'348 CHF 240'420 CHF 99.44% 99.44%

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