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 0.10% 9.86 CHF 9.87 CHF 200'000 200'000 200'000 200'000 1'921'480 CHF 1'923'480 CHF 99.70% 99.70%
12.07.2024 0.11% 9.64 CHF 9.65 CHF 200'000 200'000 200'000 200'000 1'860'230 CHF 1'862'230 CHF 99.44% 99.44%
11.07.2024 0.10% 9.58 CHF 9.59 CHF 200'000 200'000 200'000 200'000 2'003'940 CHF 2'005'940 CHF 99.50% 99.50%
10.07.2024 0.10% 9.81 CHF 9.82 CHF 200'000 200'000 200'000 200'000 1'964'980 CHF 1'966'980 CHF 99.53% 99.53%
09.07.2024 0.10% 9.76 CHF 9.77 CHF 200'000 200'000 200'000 200'000 1'961'260 CHF 1'963'260 CHF 99.57% 99.57%
08.07.2024 0.10% 9.62 CHF 9.63 CHF 200'000 200'000 200'000 200'000 1'916'050 CHF 1'918'050 CHF 99.54% 99.54%
05.07.2024 0.11% 9.51 CHF 9.52 CHF 200'000 200'000 200'000 200'000 1'862'800 CHF 1'864'800 CHF 99.51% 99.51%
04.07.2024 0.11% 9.21 CHF 9.22 CHF 200'000 200'000 200'000 200'000 1'847'390 CHF 1'849'390 CHF 99.30% 99.30%
03.07.2024 0.11% 9.13 CHF 9.14 CHF 200'000 200'000 200'000 200'000 1'800'940 CHF 1'802'940 CHF 99.50% 99.50%
02.07.2024 0.12% 8.76 CHF 8.77 CHF 200'000 200'000 200'000 200'000 1'703'460 CHF 1'705'460 CHF 99.52% 99.52%

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