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
14.05.2024 0.12% 12.02 CHF 12.03 CHF 160'000 160'000 120'882 120'882 1'443'510 CHF 1'445'110 CHF 99.97% 99.97%
13.05.2024 0.08% 11.96 CHF 11.97 CHF 160'000 160'000 159'707 159'707 1'904'480 CHF 1'906'070 CHF 100.00% 100.00%
10.05.2024 0.08% 11.82 CHF 11.83 CHF 160'000 160'000 159'707 159'707 1'902'170 CHF 1'903'770 CHF 99.98% 99.98%
08.05.2024 0.09% 11.84 CHF 11.85 CHF 160'000 160'000 158'705 158'705 1'859'680 CHF 1'861'280 CHF 93.34% 93.34%
07.05.2024 0.09% 11.84 CHF 11.85 CHF 160'000 160'000 159'536 159'536 1'873'740 CHF 1'875'340 CHF 99.45% 99.45%
06.05.2024 0.09% 11.56 CHF 11.57 CHF 160'000 160'000 159'707 159'707 1'831'590 CHF 1'833'190 CHF 100.00% 100.00%
03.05.2024 0.12% 11.21 CHF 11.22 CHF 160'000 160'000 140'561 140'561 1'555'020 CHF 1'556'550 CHF 99.99% 99.99%
02.05.2024 0.09% 10.73 CHF 10.74 CHF 160'000 160'000 159'698 159'698 1'712'940 CHF 1'714'540 CHF 99.63% 99.63%
30.04.2024 0.09% 11.15 CHF 11.16 CHF 160'000 160'000 159'708 159'708 1'800'300 CHF 1'801'900 CHF 99.99% 99.99%
29.04.2024 0.09% 11.27 CHF 11.28 CHF 160'000 160'000 159'671 159'671 1'805'040 CHF 1'806'640 CHF 99.65% 99.65%

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