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 0.14% 7.12 CHF 7.13 CHF 200'000 200'000 200'000 200'000 1'402'300 CHF 1'404'300 CHF 99.06% 99.06%
12.07.2024 0.14% 7.11 CHF 7.12 CHF 200'000 200'000 200'000 200'000 1'432'090 CHF 1'434'090 CHF 98.68% 98.68%
11.07.2024 0.13% 7.41 CHF 7.42 CHF 200'000 200'000 200'000 200'000 1'530'990 CHF 1'532'990 CHF 81.49% 81.49%
10.07.2024 0.13% 7.63 CHF 7.64 CHF 200'000 200'000 200'000 200'000 1'527'630 CHF 1'529'630 CHF 95.15% 95.15%
09.07.2024 0.13% 7.63 CHF 7.64 CHF 200'000 200'000 200'000 200'000 1'529'200 CHF 1'531'200 CHF 98.66% 98.66%
08.07.2024 0.13% 7.82 CHF 7.83 CHF 200'000 200'000 200'000 200'000 1'560'830 CHF 1'562'830 CHF 76.82% 76.82%
05.07.2024 0.14% 7.64 CHF 7.65 CHF 200'000 200'000 200'000 200'000 1'465'230 CHF 1'467'230 CHF 99.17% 99.17%
04.07.2024 0.14% 7.32 CHF 7.33 CHF 200'000 200'000 200'000 200'000 1'456'880 CHF 1'458'880 CHF 99.18% 99.18%
03.07.2024 0.14% 7.25 CHF 7.26 CHF 200'000 200'000 200'000 200'000 1'459'300 CHF 1'461'300 CHF 98.44% 98.44%
02.07.2024 0.14% 7.19 CHF 7.20 CHF 200'000 200'000 200'000 200'000 1'430'120 CHF 1'432'120 CHF 98.81% 98.81%

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