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
16.05.2024 0.73% 12.70 CHF 12.80 CHF 10'000 10'000 10'000 10'000 126'827 CHF 127'759 CHF 64.05% 64.05%
15.05.2024 0.74% 12.72 CHF 12.82 CHF 10'000 10'000 10'000 10'000 127'173 CHF 128'119 CHF 47.44% 47.44%
14.05.2024 0.74% 12.68 CHF 12.78 CHF 10'000 10'000 10'000 10'000 126'803 CHF 127'740 CHF 95.71% 95.71%
13.05.2024 0.77% 12.68 CHF 12.78 CHF 10'000 10'000 10'000 10'000 126'682 CHF 127'661 CHF 84.94% 84.94%
10.05.2024 0.71% 12.68 CHF 12.76 CHF 10'000 10'000 10'000 10'000 126'995 CHF 127'906 CHF 96.46% 96.46%
08.05.2024 0.75% 12.66 CHF 12.76 CHF 10'000 10'000 10'000 10'000 126'794 CHF 127'747 CHF 57.44% 57.44%
07.05.2024 0.75% 12.72 CHF 12.82 CHF 10'000 10'000 10'000 10'000 126'875 CHF 127'831 CHF 55.48% 55.48%
06.05.2024 0.72% 12.62 CHF 12.72 CHF 10'000 10'000 10'000 10'000 126'223 CHF 127'140 CHF 90.77% 90.77%
03.05.2024 1.25% 12.56 CHF 12.72 CHF 5'000 5'000 5'000 5'000 62'791 CHF 63'583 CHF 83.89% 83.89%
02.05.2024 1.26% 12.56 CHF 12.72 CHF 5'000 5'000 5'000 5'000 62'762 CHF 63'556 CHF 90.00% 90.00%

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