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% 9.80 CHF 9.83 CHF 150'000 150'000 122'958 122'958 1'236'280 CHF 1'240'330 CHF 99.82% 99.82%
24.07.2024 0.70% 10.81 CHF 10.84 CHF 150'000 150'000 123'029 123'029 1'325'280 CHF 1'329'330 CHF 99.99% 99.99%
23.07.2024 0.70% 10.70 CHF 10.73 CHF 150'000 150'000 123'038 123'038 1'321'980 CHF 1'326'040 CHF 100.00% 100.00%
22.07.2024 0.76% 10.65 CHF 10.68 CHF 150'000 150'000 123'002 123'002 1'262'650 CHF 1'266'710 CHF 99.99% 99.99%
19.07.2024 0.72% 10.17 CHF 10.20 CHF 150'000 150'000 123'035 123'035 1'299'040 CHF 1'303'100 CHF 99.96% 99.96%
18.07.2024 0.77% 10.24 CHF 10.27 CHF 150'000 150'000 122'989 122'989 1'227'390 CHF 1'231'450 CHF 99.99% 99.99%
17.07.2024 0.75% 9.83 CHF 9.86 CHF 150'000 150'000 123'038 123'038 1'208'120 CHF 1'212'180 CHF 99.50% 99.50%
16.07.2024 0.68% 10.17 CHF 10.20 CHF 150'000 150'000 122'871 122'871 1'330'880 CHF 1'334'940 CHF 99.56% 99.56%
15.07.2024 0.70% 11.03 CHF 11.06 CHF 150'000 150'000 123'013 123'013 1'305'610 CHF 1'309'670 CHF 99.98% 99.98%
12.07.2024 0.67% 11.01 CHF 11.04 CHF 150'000 150'000 123'026 123'026 1'375'460 CHF 1'379'520 CHF 100.00% 100.00%

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