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 0.10% 10.57 CHF 10.58 CHF 200'000 200'000 200'000 200'000 2'087'560 CHF 2'089'560 CHF 99.89% 99.89%
24.07.2024 0.09% 10.85 CHF 10.86 CHF 200'000 200'000 200'000 200'000 2'182'310 CHF 2'184'310 CHF 100.00% 100.00%
23.07.2024 0.09% 11.21 CHF 11.22 CHF 200'000 200'000 200'000 200'000 2'247'570 CHF 2'249'570 CHF 99.99% 99.99%
22.07.2024 0.09% 11.18 CHF 11.19 CHF 200'000 200'000 200'000 200'000 2'217'200 CHF 2'219'200 CHF 100.00% 100.00%
19.07.2024 0.09% 10.78 CHF 10.79 CHF 200'000 200'000 200'000 200'000 2'172'350 CHF 2'174'350 CHF 99.92% 99.92%
18.07.2024 0.09% 11.00 CHF 11.01 CHF 200'000 200'000 200'000 200'000 2'223'420 CHF 2'225'420 CHF 99.98% 99.98%
17.07.2024 0.09% 11.11 CHF 11.12 CHF 200'000 200'000 198'852 198'852 2'221'500 CHF 2'223'500 CHF 99.95% 99.95%
16.07.2024 0.09% 11.47 CHF 11.48 CHF 200'000 200'000 200'000 200'000 2'295'040 CHF 2'297'040 CHF 99.98% 99.98%
15.07.2024 0.08% 11.68 CHF 11.69 CHF 200'000 200'000 200'000 200'000 2'357'190 CHF 2'359'190 CHF 99.99% 99.99%
12.07.2024 0.09% 11.97 CHF 11.98 CHF 200'000 200'000 200'000 200'000 2'350'180 CHF 2'352'180 CHF 100.00% 100.00%

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