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
13.08.2024 0.02% 60.60 CHF 60.61 CHF 100'000 100'000 100'000 100'000 5'991'950 CHF 5'992'950 CHF 99.52% 99.52%
12.08.2024 0.02% 59.85 CHF 59.86 CHF 100'000 100'000 100'000 100'000 5'952'730 CHF 5'953'730 CHF 99.17% 99.17%
09.08.2024 0.02% 58.73 CHF 58.74 CHF 100'000 100'000 100'000 100'000 5'873'020 CHF 5'874'020 CHF 99.73% 99.73%
08.08.2024 0.02% 57.87 CHF 57.88 CHF 100'000 100'000 100'000 100'000 5'635'780 CHF 5'636'780 CHF 99.38% 99.38%
07.08.2024 0.02% 58.58 CHF 58.59 CHF 100'000 100'000 100'000 100'000 5'793'460 CHF 5'794'460 CHF 99.82% 99.82%
06.08.2024 0.02% 56.73 CHF 56.74 CHF 100'000 100'000 100'000 100'000 5'634'820 CHF 5'635'820 CHF 98.74% 98.74%
02.08.2024 0.02% 57.94 CHF 57.95 CHF 100'000 100'000 100'000 100'000 5'936'330 CHF 5'937'330 CHF 97.10% 97.10%
30.07.2024 0.02% 62.04 CHF 62.05 CHF 100'000 100'000 100'000 100'000 6'307'820 CHF 6'308'820 CHF 99.94% 99.94%
29.07.2024 0.02% 62.84 CHF 62.85 CHF 100'000 100'000 100'000 100'000 6'323'210 CHF 6'324'210 CHF 99.95% 99.95%
25.07.2024 0.02% 62.67 CHF 62.68 CHF 100'000 100'000 100'000 100'000 6'224'930 CHF 6'225'930 CHF 99.57% 99.57%

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