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 0.53% 109.60 CHF 110.10 CHF 25'000 25'000 25'000 25'000 2'750'690 CHF 2'765'400 CHF 99.38% 99.38%
12.07.2024 0.54% 110.20 CHF 110.80 CHF 25'000 25'000 25'000 25'000 2'748'240 CHF 2'763'240 CHF 90.88% 90.88%
11.07.2024 0.46% 109.70 CHF 110.20 CHF 25'000 25'000 25'000 25'000 2'735'800 CHF 2'748'300 CHF 99.37% 99.37%
10.07.2024 0.46% 109.10 CHF 109.60 CHF 25'000 25'000 25'000 25'000 2'718'960 CHF 2'731'460 CHF 99.35% 99.35%
09.07.2024 0.46% 108.60 CHF 109.10 CHF 25'000 25'000 25'000 25'000 2'727'370 CHF 2'739'870 CHF 67.72% 67.72%
08.07.2024 0.46% 108.80 CHF 109.30 CHF 25'000 25'000 25'000 25'000 2'722'140 CHF 2'734'640 CHF 99.38% 99.38%
05.07.2024 0.46% 108.40 CHF 108.90 CHF 25'000 25'000 25'000 25'000 2'717'370 CHF 2'729'870 CHF 99.08% 99.08%
04.07.2024 0.46% 108.80 CHF 109.30 CHF 25'000 25'000 25'000 25'000 2'716'410 CHF 2'728'910 CHF 98.56% 98.56%
03.07.2024 0.46% 108.40 CHF 108.90 CHF 25'000 25'000 25'000 25'000 2'700'580 CHF 2'713'080 CHF 99.34% 99.34%
02.07.2024 0.47% 107.90 CHF 108.40 CHF 25'000 25'000 25'000 25'000 2'677'100 CHF 2'689'600 CHF 99.37% 99.37%

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