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 0.17% 5.78 CHF 5.79 CHF 500'000 100'000 500'000 100'000 2'891'820 CHF 579'364 CHF 99.27% 99.27%
12.07.2024 0.16% 6.29 CHF 6.30 CHF 500'000 100'000 500'000 100'000 3'093'780 CHF 619'755 CHF 99.27% 99.27%
11.07.2024 0.16% 6.13 CHF 6.14 CHF 500'000 100'000 500'000 100'000 3'053'760 CHF 611'753 CHF 99.26% 99.26%
10.07.2024 0.17% 5.90 CHF 5.91 CHF 500'000 100'000 500'000 100'000 2'906'710 CHF 582'343 CHF 99.27% 99.27%
09.07.2024 0.17% 5.77 CHF 5.78 CHF 500'000 100'000 500'000 100'000 2'941'840 CHF 589'368 CHF 99.27% 99.27%
08.07.2024 0.17% 5.81 CHF 5.82 CHF 500'000 100'000 500'000 100'000 2'942'770 CHF 589'554 CHF 99.25% 99.25%
05.07.2024 0.16% 5.96 CHF 5.97 CHF 500'000 100'000 500'000 100'000 3'034'560 CHF 607'912 CHF 99.27% 99.27%
04.07.2024 0.16% 6.04 CHF 6.05 CHF 500'000 100'000 500'000 100'000 3'030'930 CHF 607'186 CHF 99.27% 99.27%
03.07.2024 0.16% 6.06 CHF 6.07 CHF 500'000 100'000 500'000 100'000 3'056'980 CHF 612'395 CHF 99.27% 99.27%
02.07.2024 0.16% 6.08 CHF 6.09 CHF 500'000 100'000 500'000 100'000 3'047'060 CHF 610'412 CHF 99.25% 99.25%

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