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 0.16% 6.77 CHF 6.78 CHF 197'500 197'500 197'500 197'500 1'273'540 CHF 1'275'520 CHF 99.78% 99.78%
12.08.2024 0.16% 6.42 CHF 6.43 CHF 197'000 197'000 197'000 197'000 1'239'700 CHF 1'241'670 CHF 99.23% 99.23%
09.08.2024 0.17% 6.03 CHF 6.04 CHF 205'100 205'100 205'100 205'100 1'217'810 CHF 1'219'860 CHF 99.90% 99.90%
08.08.2024 0.20% 5.54 CHF 5.55 CHF 246'400 246'400 246'307 246'307 1'211'810 CHF 1'214'280 CHF 99.78% 99.78%
07.08.2024 0.19% 5.93 CHF 5.94 CHF 228'900 228'900 226'162 226'162 1'293'620 CHF 1'295'900 CHF 99.85% 99.85%
06.08.2024 0.20% 5.31 CHF 5.32 CHF 249'700 249'700 249'700 249'700 1'257'120 CHF 1'259'620 CHF 99.60% 99.60%
02.08.2024 0.14% 6.14 CHF 6.15 CHF 148'800 148'800 148'800 148'800 1'058'590 CHF 1'060'080 CHF 99.40% 99.40%
30.07.2024 0.11% 8.21 CHF 8.22 CHF 141'300 141'300 141'300 141'300 1'245'280 CHF 1'246'700 CHF 99.95% 99.95%
29.07.2024 0.11% 8.54 CHF 8.55 CHF 141'700 141'700 141'700 141'700 1'262'880 CHF 1'264'300 CHF 99.95% 99.95%
25.07.2024 0.12% 8.59 CHF 8.60 CHF 148'100 148'100 148'100 148'100 1'203'060 CHF 1'204'540 CHF 98.87% 98.87%

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