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% 15.63 CHF 15.64 CHF 225'000 225'000 353'982 353'982 5'504'160 CHF 5'507'700 CHF 99.05% 99.05%
12.08.2024 0.06% 15.61 CHF 15.62 CHF 225'000 225'000 241'869 241'869 3'790'520 CHF 3'792'940 CHF 99.17% 99.17%
09.08.2024 0.06% 15.59 CHF 15.60 CHF 225'000 225'000 352'285 352'285 5'477'010 CHF 5'480'530 CHF 99.62% 99.62%
08.08.2024 0.07% 15.39 CHF 15.40 CHF 450'000 450'000 450'000 450'000 6'726'560 CHF 6'731'060 CHF 99.73% 99.73%
07.08.2024 0.07% 15.49 CHF 15.50 CHF 450'000 450'000 449'821 449'821 6'915'460 CHF 6'919'950 CHF 98.84% 98.84%
06.08.2024 0.07% 15.07 CHF 15.08 CHF 450'000 450'000 450'000 450'000 6'713'900 CHF 6'718'400 CHF 99.85% 99.85%
02.08.2024 0.06% 15.45 CHF 15.46 CHF 450'000 450'000 236'464 236'464 3'793'500 CHF 3'795'870 CHF 99.74% 99.74%
30.07.2024 0.06% 17.00 CHF 17.01 CHF 225'000 225'000 225'000 225'000 3'823'690 CHF 3'825'940 CHF 99.98% 99.98%
29.07.2024 0.06% 16.90 CHF 16.91 CHF 225'000 225'000 225'000 225'000 3'839'490 CHF 3'841'740 CHF 99.99% 99.99%
25.07.2024 0.06% 16.50 CHF 16.51 CHF 225'000 225'000 225'000 225'000 3'668'200 CHF 3'670'450 CHF 99.88% 99.88%

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