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 0.43% 2.35 CHF 2.36 CHF 500'000 500'000 500'000 500'000 1'164'190 CHF 1'169'190 CHF 99.53% 99.53%
12.07.2024 0.43% 2.36 CHF 2.37 CHF 500'000 500'000 500'000 500'000 1'168'700 CHF 1'173'700 CHF 90.65% 90.65%
11.07.2024 0.44% 2.31 CHF 2.32 CHF 500'000 500'000 500'000 500'000 1'131'600 CHF 1'136'600 CHF 99.38% 99.38%
10.07.2024 0.45% 2.30 CHF 2.31 CHF 500'000 500'000 500'000 500'000 1'116'570 CHF 1'121'570 CHF 99.52% 99.52%
09.07.2024 0.45% 2.19 CHF 2.20 CHF 500'000 500'000 500'000 500'000 1'103'150 CHF 1'108'150 CHF 93.98% 93.98%
08.07.2024 0.41% 2.43 CHF 2.44 CHF 500'000 500'000 500'000 500'000 1'219'300 CHF 1'224'300 CHF 99.58% 99.58%
05.07.2024 0.40% 2.43 CHF 2.44 CHF 500'000 500'000 500'000 500'000 1'238'890 CHF 1'243'890 CHF 98.50% 98.50%
04.07.2024 0.40% 2.47 CHF 2.48 CHF 500'000 500'000 500'000 500'000 1'233'940 CHF 1'238'940 CHF 98.68% 98.68%
03.07.2024 0.41% 2.44 CHF 2.45 CHF 500'000 500'000 500'000 500'000 1'210'480 CHF 1'215'480 CHF 99.47% 99.47%
02.07.2024 0.43% 2.34 CHF 2.35 CHF 500'000 500'000 500'000 500'000 1'163'090 CHF 1'168'090 CHF 99.53% 99.53%

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