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 0.11% 9.16 CHF 9.17 CHF 450'000 450'000 449'977 449'977 4'085'820 CHF 4'090'320 CHF 99.05% 99.05%
12.08.2024 0.11% 9.12 CHF 9.13 CHF 450'000 450'000 449'999 449'999 4'133'260 CHF 4'137'760 CHF 99.17% 99.17%
09.08.2024 0.11% 9.13 CHF 9.14 CHF 450'000 450'000 449'914 449'914 4'094'150 CHF 4'098'650 CHF 99.59% 99.59%
08.08.2024 0.12% 8.93 CHF 8.94 CHF 450'000 450'000 450'000 450'000 3'834'620 CHF 3'839'120 CHF 99.91% 99.91%
07.08.2024 0.11% 9.03 CHF 9.04 CHF 450'000 450'000 449'999 449'999 4'023'680 CHF 4'028'180 CHF 98.85% 98.85%
06.08.2024 0.12% 8.70 CHF 8.71 CHF 450'000 450'000 450'000 450'000 3'844'610 CHF 3'849'110 CHF 99.57% 99.57%
02.08.2024 0.10% 9.04 CHF 9.05 CHF 450'000 450'000 450'000 450'000 4'316'650 CHF 4'321'150 CHF 99.39% 99.39%
30.07.2024 0.10% 10.39 CHF 10.40 CHF 450'000 450'000 450'000 450'000 4'674'680 CHF 4'679'180 CHF 99.97% 99.97%
29.07.2024 0.10% 10.30 CHF 10.31 CHF 450'000 450'000 450'000 450'000 4'709'800 CHF 4'714'300 CHF 99.89% 99.89%
25.07.2024 0.10% 9.95 CHF 9.96 CHF 450'000 450'000 450'000 450'000 4'388'380 CHF 4'392'880 CHF 99.85% 99.85%

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