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 0.16% 6.44 CHF 6.45 CHF 250'000 80'000 250'000 80'000 1'530'500 CHF 490'561 CHF 99.14% 99.14%
12.07.2024 0.18% 5.71 CHF 5.72 CHF 250'000 80'000 250'000 80'000 1'415'790 CHF 453'851 CHF 99.22% 99.22%
11.07.2024 0.17% 5.87 CHF 5.88 CHF 250'000 80'000 250'000 80'000 1'461'320 CHF 468'422 CHF 98.64% 98.64%
10.07.2024 0.17% 5.72 CHF 5.73 CHF 250'000 80'000 250'000 80'000 1'465'140 CHF 469'645 CHF 99.23% 99.23%
09.07.2024 0.17% 5.83 CHF 5.84 CHF 250'000 80'000 250'000 80'000 1'471'510 CHF 471'684 CHF 99.22% 99.22%
08.07.2024 0.17% 5.82 CHF 5.83 CHF 250'000 80'000 250'000 80'000 1'477'950 CHF 473'743 CHF 99.21% 99.21%
05.07.2024 0.18% 5.75 CHF 5.76 CHF 250'000 80'000 250'000 80'000 1'391'470 CHF 446'071 CHF 99.21% 99.21%
04.07.2024 0.17% 5.74 CHF 5.75 CHF 250'000 80'000 250'000 80'000 1'440'570 CHF 461'782 CHF 99.23% 99.23%
03.07.2024 0.17% 5.93 CHF 5.94 CHF 250'000 80'000 250'000 80'000 1'488'140 CHF 477'005 CHF 99.21% 99.21%
02.07.2024 0.16% 6.14 CHF 6.15 CHF 250'000 80'000 250'000 80'000 1'537'480 CHF 492'793 CHF 99.20% 99.20%

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