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
13.08.2024 0.11% 9.61 CHF 9.62 CHF 160'000 160'000 160'000 160'000 1'493'020 CHF 1'494'620 CHF 99.98% 99.98%
12.08.2024 0.11% 9.28 CHF 9.29 CHF 160'000 160'000 160'000 160'000 1'466'160 CHF 1'467'760 CHF 99.20% 99.20%
09.08.2024 0.11% 8.96 CHF 8.97 CHF 160'000 160'000 159'699 159'699 1'433'660 CHF 1'435'260 CHF 99.06% 99.06%
08.08.2024 0.12% 8.67 CHF 8.68 CHF 170'000 170'000 169'665 169'665 1'388'900 CHF 1'390'600 CHF 98.87% 98.87%
07.08.2024 0.12% 8.90 CHF 8.91 CHF 170'000 170'000 169'689 169'689 1'480'260 CHF 1'481'950 CHF 99.87% 99.87%
06.08.2024 0.12% 8.45 CHF 8.46 CHF 170'000 170'000 169'686 169'686 1'421'530 CHF 1'423'230 CHF 99.69% 99.69%
02.08.2024 0.25% 8.79 CHF 8.84 CHF 16'000 16'000 113'177 113'177 1'038'080 CHF 1'039'420 CHF 98.84% 98.84%
30.07.2024 0.10% 9.88 CHF 9.89 CHF 160'000 160'000 159'704 159'704 1'641'140 CHF 1'642'740 CHF 99.98% 99.98%
29.07.2024 0.10% 10.18 CHF 10.19 CHF 160'000 160'000 159'700 159'700 1'653'430 CHF 1'655'030 CHF 99.98% 99.98%
25.07.2024 0.10% 10.25 CHF 10.26 CHF 160'000 160'000 159'701 159'701 1'611'450 CHF 1'613'050 CHF 99.79% 99.79%

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