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
25.07.2024 0.73% 9.77 CHF 9.80 CHF 150'000 150'000 122'961 122'961 1'232'820 CHF 1'236'880 CHF 99.88% 99.88%
24.07.2024 0.70% 10.78 CHF 10.81 CHF 150'000 150'000 123'026 123'026 1'321'730 CHF 1'325'790 CHF 99.99% 99.99%
23.07.2024 0.70% 10.68 CHF 10.71 CHF 150'000 150'000 123'040 123'040 1'318'480 CHF 1'322'540 CHF 100.00% 100.00%
22.07.2024 0.76% 10.62 CHF 10.65 CHF 150'000 150'000 123'002 123'002 1'259'140 CHF 1'263'190 CHF 99.99% 99.99%
19.07.2024 0.72% 10.14 CHF 10.17 CHF 150'000 150'000 123'034 123'034 1'295'520 CHF 1'299'580 CHF 99.97% 99.97%
18.07.2024 0.77% 10.22 CHF 10.25 CHF 150'000 150'000 122'989 122'989 1'223'910 CHF 1'227'960 CHF 99.99% 99.99%
17.07.2024 0.75% 9.80 CHF 9.83 CHF 150'000 150'000 123'010 123'010 1'204'350 CHF 1'208'420 CHF 99.50% 99.50%
16.07.2024 0.68% 10.14 CHF 10.17 CHF 150'000 150'000 123'048 123'048 1'329'400 CHF 1'333'460 CHF 100.00% 100.00%
15.07.2024 0.70% 11.00 CHF 11.03 CHF 150'000 150'000 123'015 123'015 1'302'070 CHF 1'306'130 CHF 99.99% 99.99%
12.07.2024 0.67% 10.98 CHF 11.01 CHF 150'000 150'000 123'025 123'025 1'371'930 CHF 1'375'990 CHF 100.00% 100.00%

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