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
08.05.2024 0.07% 13.84 CHF 13.85 CHF 150'000 50'000 150'000 50'000 2'076'130 CHF 692'544 CHF 99.20% 99.20%
07.05.2024 0.07% 13.85 CHF 13.86 CHF 150'000 50'000 150'000 50'000 2'090'560 CHF 697'354 CHF 99.19% 99.19%
06.05.2024 0.07% 14.00 CHF 14.01 CHF 150'000 50'000 150'000 50'000 2'051'770 CHF 684'422 CHF 99.27% 99.27%
03.05.2024 0.08% 13.30 CHF 13.31 CHF 150'000 50'000 150'000 50'000 1'977'290 CHF 659'596 CHF 99.05% 99.05%
02.05.2024 0.08% 12.96 CHF 12.97 CHF 150'000 50'000 150'000 50'000 1'925'100 CHF 642'201 CHF 99.17% 99.17%
30.04.2024 0.07% 13.39 CHF 13.40 CHF 150'000 50'000 150'000 50'000 2'011'220 CHF 670'907 CHF 98.93% 98.93%
29.04.2024 0.07% 13.28 CHF 13.29 CHF 150'000 50'000 150'000 50'000 2'012'500 CHF 671'333 CHF 99.21% 99.21%
26.04.2024 0.08% 13.30 CHF 13.31 CHF 150'000 50'000 150'000 50'000 1'924'950 CHF 642'149 CHF 99.16% 99.16%
25.04.2024 0.08% 12.36 CHF 12.37 CHF 150'000 50'000 150'000 50'000 1'805'880 CHF 602'460 CHF 98.69% 98.69%
24.04.2024 0.08% 12.43 CHF 12.44 CHF 150'000 50'000 150'000 50'000 1'910'960 CHF 637'486 CHF 99.19% 99.19%

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