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
15.07.2024 0.31% 3.12 CHF 3.13 CHF 1'074'600 1'074'600 1'074'600 1'074'600 3'430'430 CHF 3'441'170 CHF 99.10% 99.10%
12.07.2024 0.32% 3.35 CHF 3.36 CHF 1'159'400 1'159'400 1'159'400 1'159'400 3'625'350 CHF 3'636'940 CHF 95.39% 95.39%
11.07.2024 0.37% 3.05 CHF 3.06 CHF 1'214'100 1'214'100 1'192'260 1'192'260 3'511'330 CHF 3'523'380 CHF 99.67% 99.67%
10.07.2024 0.36% 2.87 CHF 2.88 CHF 1'292'100 1'292'100 1'292'100 1'292'100 3'600'820 CHF 3'613'740 CHF 99.99% 99.99%
09.07.2024 0.35% 2.66 CHF 2.67 CHF 1'174'000 1'174'000 1'174'000 1'174'000 3'321'990 CHF 3'333'730 CHF 100.00% 100.00%
08.07.2024 0.33% 2.99 CHF 3.00 CHF 1'169'500 1'169'500 1'169'500 1'169'500 3'580'220 CHF 3'591'920 CHF 100.00% 100.00%
05.07.2024 0.32% 2.98 CHF 2.99 CHF 1'179'500 1'179'500 1'179'500 1'179'500 3'668'900 CHF 3'680'690 CHF 99.80% 99.80%
04.07.2024 0.34% 2.97 CHF 2.98 CHF 1'212'500 1'212'500 1'212'500 1'212'500 3'562'950 CHF 3'575'080 CHF 99.93% 99.93%
03.07.2024 0.36% 2.87 CHF 2.88 CHF 1'308'700 1'308'700 1'308'700 1'308'700 3'662'870 CHF 3'675'960 CHF 99.98% 99.98%
02.07.2024 0.39% 2.61 CHF 2.62 CHF 1'243'800 1'243'800 1'243'800 1'243'800 3'181'030 CHF 3'193'460 CHF 99.99% 99.99%

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