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 0.15% 7.04 CHF 7.05 CHF 170'000 170'000 170'000 170'000 1'151'130 CHF 1'152'830 CHF 100.00% 100.00%
12.08.2024 0.15% 6.72 CHF 6.73 CHF 170'000 170'000 170'000 170'000 1'124'300 CHF 1'126'000 CHF 99.22% 99.22%
09.08.2024 0.16% 6.45 CHF 6.46 CHF 180'000 180'000 179'661 179'661 1'162'730 CHF 1'164'530 CHF 99.10% 99.10%
08.08.2024 0.17% 6.19 CHF 6.20 CHF 190'000 190'000 189'624 189'624 1'092'560 CHF 1'094'450 CHF 98.84% 98.84%
07.08.2024 0.16% 6.38 CHF 6.39 CHF 180'000 180'000 179'666 179'666 1'124'110 CHF 1'125'910 CHF 99.88% 99.88%
06.08.2024 0.17% 6.05 CHF 6.06 CHF 190'000 190'000 189'650 189'650 1'141'430 CHF 1'143'330 CHF 99.67% 99.67%
02.08.2024 0.35% 6.37 CHF 6.42 CHF 17'000 17'000 120'219 120'219 798'768 CHF 800'191 CHF 98.89% 98.89%
30.07.2024 0.13% 7.26 CHF 7.27 CHF 170'000 170'000 169'685 169'685 1'295'590 CHF 1'297'290 CHF 99.95% 99.95%
29.07.2024 0.13% 7.55 CHF 7.56 CHF 170'000 170'000 169'682 169'682 1'309'730 CHF 1'311'430 CHF 99.95% 99.95%
25.07.2024 0.13% 7.64 CHF 7.65 CHF 170'000 170'000 169'679 169'679 1'271'830 CHF 1'273'530 CHF 99.90% 99.90%

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