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 0.09% 11.38 CHF 11.39 CHF 450'000 450'000 449'981 449'981 5'088'140 CHF 5'092'640 CHF 99.06% 99.06%
12.08.2024 0.09% 11.35 CHF 11.36 CHF 450'000 450'000 450'000 450'000 5'137'710 CHF 5'142'210 CHF 99.17% 99.17%
09.08.2024 0.09% 11.35 CHF 11.36 CHF 450'000 450'000 449'910 449'910 5'093'190 CHF 5'097'690 CHF 99.60% 99.60%
08.08.2024 0.09% 11.15 CHF 11.16 CHF 450'000 450'000 450'000 450'000 4'827'950 CHF 4'832'450 CHF 99.74% 99.74%
07.08.2024 0.09% 11.25 CHF 11.26 CHF 450'000 450'000 449'999 449'999 5'018'080 CHF 5'022'580 CHF 98.90% 98.90%
06.08.2024 0.09% 10.89 CHF 10.90 CHF 450'000 450'000 450'000 450'000 4'830'400 CHF 4'834'900 CHF 99.59% 99.59%
02.08.2024 0.08% 11.24 CHF 11.25 CHF 450'000 450'000 450'000 450'000 5'318'040 CHF 5'322'540 CHF 99.57% 99.57%
30.07.2024 0.08% 12.66 CHF 12.67 CHF 450'000 450'000 450'000 450'000 5'695'820 CHF 5'700'320 CHF 99.96% 99.96%
29.07.2024 0.08% 12.57 CHF 12.58 CHF 450'000 450'000 450'000 450'000 5'729'690 CHF 5'734'190 CHF 99.92% 99.92%
25.07.2024 0.08% 12.20 CHF 12.21 CHF 450'000 450'000 450'000 450'000 5'401'020 CHF 5'405'520 CHF 99.85% 99.85%

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