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
13.08.2024 1.24% 0.80 CHF 0.81 CHF 200'000 200'000 200'000 200'000 160'623 CHF 162'623 CHF 99.59% 99.59%
12.08.2024 1.22% 0.80 CHF 0.81 CHF 200'000 200'000 200'000 200'000 162'420 CHF 164'420 CHF 99.47% 99.47%
09.08.2024 1.13% 0.87 CHF 0.88 CHF 200'000 200'000 200'000 200'000 175'786 CHF 177'786 CHF 99.47% 99.47%
08.08.2024 1.01% 0.90 CHF 0.91 CHF 200'000 200'000 200'000 200'000 198'298 CHF 200'298 CHF 99.99% 99.99%
07.08.2024 1.03% 0.90 CHF 0.91 CHF 200'000 200'000 200'000 200'000 192'928 CHF 194'928 CHF 99.45% 99.45%
06.08.2024 0.94% 1.07 CHF 1.08 CHF 200'000 200'000 200'000 200'000 212'752 CHF 214'752 CHF 99.54% 99.54%
02.08.2024 1.18% 0.93 CHF 0.94 CHF 200'000 200'000 200'000 200'000 169'094 CHF 171'094 CHF 99.97% 99.97%
30.07.2024 1.79% 0.57 CHF 0.58 CHF 200'000 200'000 200'000 200'000 110'949 CHF 112'949 CHF 100.00% 100.00%
29.07.2024 1.71% 0.55 CHF 0.56 CHF 200'000 200'000 200'000 200'000 115'933 CHF 117'933 CHF 99.66% 99.66%
25.07.2024 1.61% 0.61 CHF 0.62 CHF 200'000 200'000 200'000 200'000 123'456 CHF 125'456 CHF 99.99% 99.99%

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