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 0.08% 12.93 CHF 12.94 CHF 150'000 50'000 150'000 50'000 1'939'320 CHF 646'940 CHF 99.21% 99.21%
07.05.2024 0.08% 12.94 CHF 12.95 CHF 150'000 50'000 150'000 50'000 1'954'090 CHF 651'863 CHF 99.20% 99.20%
06.05.2024 0.08% 13.09 CHF 13.10 CHF 150'000 50'000 150'000 50'000 1'915'630 CHF 639'044 CHF 99.27% 99.27%
03.05.2024 0.08% 12.40 CHF 12.41 CHF 150'000 50'000 150'000 50'000 1'841'020 CHF 614'174 CHF 99.05% 99.05%
02.05.2024 0.08% 12.05 CHF 12.06 CHF 150'000 50'000 150'000 50'000 1'787'930 CHF 596'478 CHF 99.17% 99.17%
30.04.2024 0.08% 12.47 CHF 12.48 CHF 150'000 50'000 150'000 50'000 1'874'100 CHF 625'201 CHF 98.93% 98.93%
29.04.2024 0.08% 12.37 CHF 12.38 CHF 150'000 50'000 150'000 50'000 1'875'560 CHF 625'687 CHF 99.22% 99.22%
26.04.2024 0.08% 12.39 CHF 12.40 CHF 150'000 50'000 150'000 50'000 1'788'010 CHF 596'504 CHF 99.13% 99.13%
25.04.2024 0.09% 11.44 CHF 11.45 CHF 150'000 50'000 150'000 50'000 1'668'770 CHF 556'756 CHF 98.68% 98.68%
24.04.2024 0.08% 11.52 CHF 11.53 CHF 150'000 50'000 150'000 50'000 1'773'920 CHF 591'807 CHF 99.20% 99.20%

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