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 0.06% 16.97 CHF 16.98 CHF 225'000 225'000 224'990 224'990 3'803'220 CHF 3'805'470 CHF 99.18% 99.18%
12.08.2024 0.06% 16.95 CHF 16.96 CHF 225'000 225'000 225'000 225'000 3'830'540 CHF 3'832'790 CHF 99.18% 99.18%
09.08.2024 0.06% 16.93 CHF 16.94 CHF 225'000 225'000 224'960 224'960 3'801'680 CHF 3'803'930 CHF 99.58% 99.58%
08.08.2024 0.06% 16.73 CHF 16.74 CHF 225'000 225'000 225'000 225'000 3'662'000 CHF 3'664'250 CHF 99.76% 99.76%
07.08.2024 0.06% 16.83 CHF 16.84 CHF 225'000 225'000 225'000 225'000 3'758'190 CHF 3'760'440 CHF 98.88% 98.88%
06.08.2024 0.06% 16.39 CHF 16.40 CHF 225'000 225'000 225'000 225'000 3'653'530 CHF 3'655'780 CHF 99.54% 99.54%
02.08.2024 0.06% 16.77 CHF 16.78 CHF 225'000 225'000 225'000 225'000 3'917'020 CHF 3'919'270 CHF 99.43% 99.43%
30.07.2024 0.05% 18.36 CHF 18.37 CHF 225'000 225'000 225'000 225'000 4'130'550 CHF 4'132'800 CHF 99.94% 99.94%
29.07.2024 0.05% 18.27 CHF 18.28 CHF 225'000 225'000 225'000 225'000 4'146'030 CHF 4'148'280 CHF 99.89% 99.89%
25.07.2024 0.06% 17.85 CHF 17.86 CHF 225'000 225'000 225'000 225'000 3'972'570 CHF 3'974'820 CHF 99.83% 99.83%

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