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% 9.84 CHF 9.85 CHF 200'000 200'000 200'000 200'000 1'942'390 CHF 1'944'390 CHF 99.85% 99.85%
24.07.2024 0.10% 10.12 CHF 10.13 CHF 200'000 200'000 200'000 200'000 2'036'030 CHF 2'038'030 CHF 100.00% 100.00%
23.07.2024 0.10% 10.47 CHF 10.48 CHF 200'000 200'000 200'000 200'000 2'100'340 CHF 2'102'340 CHF 100.00% 100.00%
22.07.2024 0.10% 10.44 CHF 10.45 CHF 200'000 200'000 200'000 200'000 2'070'160 CHF 2'072'160 CHF 99.98% 99.98%
19.07.2024 0.10% 10.04 CHF 10.05 CHF 200'000 200'000 200'000 200'000 2'025'220 CHF 2'027'220 CHF 99.95% 99.95%
18.07.2024 0.10% 10.27 CHF 10.28 CHF 200'000 200'000 200'000 200'000 2'076'690 CHF 2'078'690 CHF 99.99% 99.99%
17.07.2024 0.10% 10.37 CHF 10.38 CHF 200'000 200'000 198'834 198'834 2'074'810 CHF 2'076'810 CHF 99.98% 99.98%
16.07.2024 0.09% 10.73 CHF 10.74 CHF 200'000 200'000 200'000 200'000 2'146'840 CHF 2'148'840 CHF 99.98% 99.98%
15.07.2024 0.09% 10.94 CHF 10.95 CHF 200'000 200'000 200'000 200'000 2'209'050 CHF 2'211'050 CHF 99.99% 99.99%
12.07.2024 0.09% 11.23 CHF 11.24 CHF 200'000 200'000 200'000 200'000 2'202'250 CHF 2'204'250 CHF 99.98% 99.98%

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