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% 11.59 CHF 11.60 CHF 200'000 200'000 200'000 200'000 2'290'830 CHF 2'292'830 CHF 99.91% 99.91%
24.07.2024 0.08% 11.87 CHF 11.88 CHF 200'000 200'000 200'000 200'000 2'387'110 CHF 2'389'110 CHF 99.99% 99.99%
23.07.2024 0.08% 12.24 CHF 12.25 CHF 200'000 200'000 200'000 200'000 2'453'670 CHF 2'455'670 CHF 100.00% 100.00%
22.07.2024 0.08% 12.21 CHF 12.22 CHF 200'000 200'000 200'000 200'000 2'423'060 CHF 2'425'060 CHF 100.00% 100.00%
19.07.2024 0.08% 11.81 CHF 11.82 CHF 200'000 200'000 200'000 200'000 2'378'270 CHF 2'380'270 CHF 99.93% 99.93%
18.07.2024 0.08% 12.03 CHF 12.04 CHF 200'000 200'000 200'000 200'000 2'428'920 CHF 2'430'920 CHF 99.99% 99.99%
17.07.2024 0.08% 12.14 CHF 12.15 CHF 200'000 200'000 198'831 198'831 2'426'400 CHF 2'428'400 CHF 99.95% 99.95%
16.07.2024 0.08% 12.51 CHF 12.52 CHF 200'000 200'000 200'000 200'000 2'502'490 CHF 2'504'490 CHF 99.97% 99.97%
15.07.2024 0.08% 12.72 CHF 12.73 CHF 200'000 200'000 200'000 200'000 2'564'600 CHF 2'566'600 CHF 100.00% 100.00%
12.07.2024 0.08% 13.01 CHF 13.02 CHF 200'000 200'000 200'000 200'000 2'557'320 CHF 2'559'320 CHF 99.99% 99.99%

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