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 0.10% 10.27 CHF 10.28 CHF 450'000 450'000 449'977 449'977 4'586'810 CHF 4'591'310 CHF 99.21% 99.21%
12.08.2024 0.10% 10.23 CHF 10.24 CHF 450'000 450'000 450'000 450'000 4'635'260 CHF 4'639'760 CHF 99.20% 99.20%
09.08.2024 0.10% 10.24 CHF 10.25 CHF 450'000 450'000 449'900 449'900 4'593'360 CHF 4'597'860 CHF 99.60% 99.60%
08.08.2024 0.10% 10.04 CHF 10.05 CHF 450'000 450'000 450'000 450'000 4'331'010 CHF 4'335'510 CHF 99.74% 99.74%
07.08.2024 0.10% 10.14 CHF 10.15 CHF 450'000 450'000 450'000 450'000 4'520'700 CHF 4'525'200 CHF 98.86% 98.86%
06.08.2024 0.10% 9.80 CHF 9.81 CHF 450'000 450'000 450'000 450'000 4'337'430 CHF 4'341'930 CHF 99.48% 99.48%
02.08.2024 0.09% 10.14 CHF 10.15 CHF 450'000 450'000 450'000 450'000 4'817'170 CHF 4'821'670 CHF 99.54% 99.54%
30.07.2024 0.09% 11.53 CHF 11.54 CHF 450'000 450'000 450'000 450'000 5'185'020 CHF 5'189'520 CHF 99.98% 99.98%
29.07.2024 0.09% 11.43 CHF 11.44 CHF 450'000 450'000 450'000 450'000 5'219'640 CHF 5'224'140 CHF 99.89% 99.89%
25.07.2024 0.09% 11.07 CHF 11.08 CHF 450'000 450'000 450'000 450'000 4'894'580 CHF 4'899'080 CHF 99.88% 99.88%

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