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% 17.86 CHF 17.87 CHF 250'000 250'000 250'000 250'000 4'394'420 CHF 4'396'920 CHF 99.99% 99.99%
12.08.2024 0.06% 17.54 CHF 17.55 CHF 250'000 250'000 249'999 249'999 4'351'550 CHF 4'354'050 CHF 99.19% 99.19%
09.08.2024 0.06% 17.13 CHF 17.14 CHF 250'000 250'000 250'000 250'000 4'280'260 CHF 4'282'760 CHF 99.88% 99.88%
08.08.2024 0.06% 16.78 CHF 16.79 CHF 250'000 250'000 250'000 250'000 4'052'520 CHF 4'055'020 CHF 99.55% 99.55%
07.08.2024 0.06% 17.06 CHF 17.07 CHF 250'000 250'000 250'000 250'000 4'208'590 CHF 4'211'090 CHF 99.86% 99.86%
06.08.2024 0.06% 16.41 CHF 16.42 CHF 250'000 250'000 250'000 250'000 4'063'140 CHF 4'065'640 CHF 99.60% 99.60%
02.08.2024 0.06% 16.86 CHF 16.87 CHF 250'000 250'000 250'000 250'000 4'338'150 CHF 4'340'650 CHF 99.64% 99.64%
30.07.2024 0.05% 18.31 CHF 18.32 CHF 250'000 250'000 250'000 250'000 4'680'280 CHF 4'682'780 CHF 99.97% 99.97%
29.07.2024 0.05% 18.63 CHF 18.64 CHF 250'000 250'000 250'000 250'000 4'697'210 CHF 4'699'710 CHF 99.97% 99.97%
25.07.2024 0.05% 18.61 CHF 18.62 CHF 250'000 250'000 250'000 250'000 4'610'860 CHF 4'613'360 CHF 99.82% 99.82%

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