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 0.49% 93.00 CHF 93.45 CHF 25'000 25'000 25'000 25'000 2'357'330 CHF 2'368'950 CHF 99.36% 99.36%
12.07.2024 0.48% 94.85 CHF 95.35 CHF 25'000 25'000 25'000 25'000 2'356'270 CHF 2'367'530 CHF 90.88% 90.88%
11.07.2024 0.48% 93.65 CHF 94.10 CHF 25'000 25'000 25'000 25'000 2'332'810 CHF 2'344'060 CHF 99.35% 99.35%
10.07.2024 0.48% 93.10 CHF 93.55 CHF 25'000 25'000 25'000 25'000 2'317'730 CHF 2'328'980 CHF 99.35% 99.35%
09.07.2024 0.48% 92.60 CHF 93.05 CHF 25'000 25'000 25'000 25'000 2'328'190 CHF 2'339'440 CHF 67.72% 67.72%
08.07.2024 0.48% 92.60 CHF 93.05 CHF 25'000 25'000 25'000 25'000 2'320'050 CHF 2'331'300 CHF 99.37% 99.37%
05.07.2024 0.48% 92.25 CHF 92.70 CHF 25'000 25'000 25'000 25'000 2'319'830 CHF 2'331'080 CHF 99.07% 99.07%
04.07.2024 0.48% 92.95 CHF 93.40 CHF 25'000 25'000 25'000 25'000 2'322'510 CHF 2'333'760 CHF 98.56% 98.56%
03.07.2024 0.49% 92.70 CHF 93.15 CHF 25'000 25'000 25'000 25'000 2'309'520 CHF 2'320'770 CHF 99.34% 99.34%
02.07.2024 0.49% 92.40 CHF 92.85 CHF 25'000 25'000 25'000 25'000 2'290'010 CHF 2'301'260 CHF 99.36% 99.36%

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