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
15.07.2024 0.51% 96.95 CHF 97.45 CHF 25'000 25'000 25'000 25'000 2'436'260 CHF 2'448'760 CHF 99.36% 99.36%
12.07.2024 0.51% 97.35 CHF 97.85 CHF 25'000 25'000 25'000 25'000 2'436'980 CHF 2'449'480 CHF 90.89% 90.89%
11.07.2024 0.51% 96.85 CHF 97.35 CHF 25'000 25'000 25'000 25'000 2'428'290 CHF 2'440'790 CHF 99.38% 99.38%
10.07.2024 0.52% 96.25 CHF 96.75 CHF 25'000 25'000 25'000 25'000 2'393'710 CHF 2'406'210 CHF 99.35% 99.35%
09.07.2024 0.52% 95.90 CHF 96.40 CHF 25'000 25'000 25'000 25'000 2'403'910 CHF 2'416'410 CHF 67.73% 67.73%
08.07.2024 0.52% 96.00 CHF 96.50 CHF 25'000 25'000 25'000 25'000 2'396'830 CHF 2'409'330 CHF 99.37% 99.37%
05.07.2024 0.52% 95.55 CHF 96.05 CHF 25'000 25'000 25'000 25'000 2'398'120 CHF 2'410'620 CHF 99.07% 99.07%
04.07.2024 0.52% 96.00 CHF 96.50 CHF 25'000 25'000 25'000 25'000 2'394'970 CHF 2'407'470 CHF 98.55% 98.55%
03.07.2024 0.52% 95.20 CHF 95.70 CHF 25'000 25'000 25'000 25'000 2'382'330 CHF 2'394'830 CHF 99.34% 99.34%
02.07.2024 0.52% 95.25 CHF 95.75 CHF 25'000 25'000 25'000 25'000 2'375'370 CHF 2'387'850 CHF 99.38% 99.38%

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