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
25.07.2024 0.60% 12.06 CHF 12.09 CHF 150'000 150'000 122'957 122'957 1'513'160 CHF 1'517'220 CHF 99.85% 99.85%
24.07.2024 0.58% 13.07 CHF 13.10 CHF 150'000 150'000 123'029 123'029 1'604'370 CHF 1'608'430 CHF 100.00% 100.00%
23.07.2024 0.58% 12.99 CHF 13.02 CHF 150'000 150'000 123'043 123'043 1'602'760 CHF 1'606'820 CHF 100.00% 100.00%
22.07.2024 0.62% 12.93 CHF 12.96 CHF 150'000 150'000 123'006 123'006 1'542'410 CHF 1'546'470 CHF 100.00% 100.00%
19.07.2024 0.59% 12.45 CHF 12.48 CHF 150'000 150'000 123'044 123'044 1'579'150 CHF 1'583'210 CHF 99.98% 99.98%
18.07.2024 0.62% 12.51 CHF 12.54 CHF 150'000 150'000 122'984 122'984 1'505'600 CHF 1'509'660 CHF 99.97% 99.97%
17.07.2024 0.61% 12.10 CHF 12.13 CHF 150'000 150'000 123'004 123'004 1'486'850 CHF 1'490'910 CHF 99.51% 99.51%
16.07.2024 0.56% 12.46 CHF 12.49 CHF 150'000 150'000 122'998 122'998 1'614'360 CHF 1'618'420 CHF 100.00% 100.00%
15.07.2024 0.58% 13.32 CHF 13.35 CHF 150'000 150'000 123'020 123'020 1'587'080 CHF 1'591'140 CHF 100.00% 100.00%
12.07.2024 0.56% 13.29 CHF 13.32 CHF 150'000 150'000 123'052 123'052 1'657'530 CHF 1'661'590 CHF 100.00% 100.00%

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