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
25.07.2024 0.06% 15.68 CHF 15.69 CHF 75'300 75'300 75'300 75'300 1'163'370 CHF 1'164'130 CHF 99.69% 99.69%
24.07.2024 0.06% 16.54 CHF 16.55 CHF 72'900 72'900 72'900 72'900 1'208'930 CHF 1'209'660 CHF 99.81% 99.81%
23.07.2024 0.06% 17.16 CHF 17.17 CHF 72'400 72'400 72'400 72'400 1'251'370 CHF 1'252'100 CHF 100.00% 100.00%
22.07.2024 0.06% 17.43 CHF 17.44 CHF 76'000 76'000 76'000 76'000 1'308'130 CHF 1'308'890 CHF 99.96% 99.96%
19.07.2024 0.06% 16.33 CHF 16.34 CHF 73'600 73'600 73'600 73'600 1'219'420 CHF 1'220'160 CHF 99.92% 99.92%
18.07.2024 0.06% 17.13 CHF 17.14 CHF 71'000 71'000 71'000 71'000 1'224'620 CHF 1'225'330 CHF 99.97% 99.97%
17.07.2024 0.06% 17.70 CHF 17.71 CHF 73'100 73'100 72'849 72'849 1'270'320 CHF 1'271'060 CHF 99.93% 99.93%
16.07.2024 0.06% 17.18 CHF 17.19 CHF 72'500 72'500 72'484 72'484 1'218'900 CHF 1'219'630 CHF 99.98% 99.98%
15.07.2024 0.06% 17.39 CHF 17.40 CHF 69'900 69'900 69'900 69'900 1'261'180 CHF 1'261'880 CHF 99.98% 99.98%
12.07.2024 0.06% 18.12 CHF 18.13 CHF 73'000 73'000 73'000 73'000 1'294'060 CHF 1'294'790 CHF 99.99% 99.99%

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