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 0.11% 8.97 CHF 8.98 CHF 200'000 200'000 200'000 200'000 1'744'370 CHF 1'746'370 CHF 99.57% 99.57%
12.07.2024 0.12% 8.76 CHF 8.77 CHF 200'000 200'000 200'000 200'000 1'682'780 CHF 1'684'780 CHF 99.44% 99.44%
11.07.2024 0.11% 8.69 CHF 8.70 CHF 200'000 200'000 200'000 200'000 1'826'320 CHF 1'828'320 CHF 99.51% 99.51%
10.07.2024 0.11% 8.92 CHF 8.93 CHF 200'000 200'000 200'000 200'000 1'787'120 CHF 1'789'120 CHF 99.54% 99.54%
09.07.2024 0.11% 8.87 CHF 8.88 CHF 200'000 200'000 200'000 200'000 1'783'460 CHF 1'785'460 CHF 99.53% 99.53%
08.07.2024 0.11% 8.73 CHF 8.74 CHF 200'000 200'000 200'000 200'000 1'738'660 CHF 1'740'660 CHF 99.53% 99.53%
05.07.2024 0.12% 8.62 CHF 8.63 CHF 200'000 200'000 200'000 200'000 1'684'890 CHF 1'686'890 CHF 99.50% 99.50%
04.07.2024 0.12% 8.32 CHF 8.33 CHF 200'000 200'000 200'000 200'000 1'669'070 CHF 1'671'070 CHF 99.30% 99.30%
03.07.2024 0.12% 8.24 CHF 8.25 CHF 200'000 200'000 200'000 200'000 1'622'160 CHF 1'624'160 CHF 99.58% 99.58%
02.07.2024 0.13% 7.86 CHF 7.87 CHF 200'000 200'000 200'000 200'000 1'524'360 CHF 1'526'360 CHF 99.56% 99.56%

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