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
25.07.2024 0.09% 11.15 CHF 11.16 CHF 200'000 200'000 200'000 200'000 2'203'700 CHF 2'205'700 CHF 99.87% 99.87%
24.07.2024 0.09% 11.44 CHF 11.45 CHF 200'000 200'000 200'000 200'000 2'299'340 CHF 2'301'340 CHF 100.00% 100.00%
23.07.2024 0.08% 11.80 CHF 11.81 CHF 200'000 200'000 200'000 200'000 2'365'290 CHF 2'367'290 CHF 100.00% 100.00%
22.07.2024 0.09% 11.77 CHF 11.78 CHF 200'000 200'000 200'000 200'000 2'334'830 CHF 2'336'830 CHF 99.98% 99.98%
19.07.2024 0.09% 11.37 CHF 11.38 CHF 200'000 200'000 200'000 200'000 2'289'990 CHF 2'291'990 CHF 99.96% 99.96%
18.07.2024 0.09% 11.59 CHF 11.60 CHF 200'000 200'000 200'000 200'000 2'340'850 CHF 2'342'850 CHF 99.99% 99.99%
17.07.2024 0.09% 11.70 CHF 11.71 CHF 200'000 200'000 198'845 198'845 2'338'640 CHF 2'340'640 CHF 99.95% 99.95%
16.07.2024 0.08% 12.06 CHF 12.07 CHF 200'000 200'000 200'000 200'000 2'413'520 CHF 2'415'520 CHF 100.00% 100.00%
15.07.2024 0.08% 12.28 CHF 12.29 CHF 200'000 200'000 200'000 200'000 2'475'740 CHF 2'477'740 CHF 99.99% 99.99%
12.07.2024 0.08% 12.56 CHF 12.57 CHF 200'000 200'000 200'000 200'000 2'468'610 CHF 2'470'610 CHF 99.98% 99.98%

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