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 0.15% 6.84 CHF 6.85 CHF 450'000 150'000 450'000 150'000 3'058'980 CHF 1'021'160 CHF 99.19% 99.19%
12.07.2024 0.15% 6.80 CHF 6.81 CHF 450'000 150'000 450'000 150'000 3'039'960 CHF 1'014'820 CHF 99.27% 99.27%
11.07.2024 0.15% 6.68 CHF 6.69 CHF 450'000 150'000 450'000 150'000 3'052'340 CHF 1'018'950 CHF 99.22% 99.22%
10.07.2024 0.15% 6.78 CHF 6.79 CHF 450'000 150'000 450'000 150'000 3'030'960 CHF 1'011'820 CHF 99.23% 99.23%
09.07.2024 0.15% 6.67 CHF 6.68 CHF 450'000 150'000 450'000 150'000 3'024'060 CHF 1'009'520 CHF 99.24% 99.24%
08.07.2024 0.15% 6.80 CHF 6.81 CHF 450'000 150'000 450'000 150'000 3'084'800 CHF 1'029'770 CHF 99.24% 99.24%
05.07.2024 0.15% 6.76 CHF 6.77 CHF 450'000 150'000 450'000 150'000 3'056'380 CHF 1'020'290 CHF 99.23% 99.23%
04.07.2024 0.15% 6.78 CHF 6.79 CHF 450'000 150'000 450'000 150'000 3'036'540 CHF 1'013'680 CHF 99.23% 99.23%
03.07.2024 0.15% 6.62 CHF 6.63 CHF 450'000 150'000 450'000 150'000 2'980'270 CHF 994'923 CHF 99.23% 99.23%
02.07.2024 0.16% 6.45 CHF 6.46 CHF 450'000 150'000 450'000 150'000 2'899'110 CHF 967'870 CHF 99.22% 99.22%

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