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 0.47% 105.60 CHF 106.10 CHF 25'000 25'000 25'000 25'000 2'661'910 CHF 2'674'410 CHF 99.37% 99.37%
12.07.2024 0.47% 106.60 CHF 107.10 CHF 25'000 25'000 25'000 25'000 2'655'600 CHF 2'668'100 CHF 90.88% 90.88%
11.07.2024 0.47% 105.80 CHF 106.30 CHF 25'000 25'000 25'000 25'000 2'637'420 CHF 2'649'920 CHF 99.37% 99.37%
10.07.2024 0.48% 105.20 CHF 105.70 CHF 25'000 25'000 25'000 25'000 2'622'060 CHF 2'634'560 CHF 99.35% 99.35%
09.07.2024 0.47% 104.70 CHF 105.20 CHF 25'000 25'000 25'000 25'000 2'629'010 CHF 2'641'510 CHF 67.72% 67.72%
08.07.2024 0.48% 104.80 CHF 105.30 CHF 25'000 25'000 25'000 25'000 2'622'340 CHF 2'634'840 CHF 99.37% 99.37%
05.07.2024 0.48% 104.50 CHF 105.00 CHF 25'000 25'000 25'000 25'000 2'620'750 CHF 2'633'250 CHF 99.08% 99.08%
04.07.2024 0.48% 104.90 CHF 105.40 CHF 25'000 25'000 25'000 25'000 2'622'180 CHF 2'634'680 CHF 98.55% 98.55%
03.07.2024 0.48% 104.70 CHF 105.20 CHF 25'000 25'000 25'000 25'000 2'607'000 CHF 2'619'500 CHF 99.34% 99.34%
02.07.2024 0.48% 104.40 CHF 104.90 CHF 25'000 25'000 25'000 25'000 2'586'380 CHF 2'598'880 CHF 99.38% 99.38%

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