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 0.84% 1.20 CHF 1.21 CHF 2'215'900 2'215'900 2'215'900 2'215'900 2'618'370 CHF 2'640'530 CHF 99.27% 99.27%
12.08.2024 0.83% 1.19 CHF 1.20 CHF 2'171'300 2'171'300 2'171'300 2'171'300 2'611'200 CHF 2'632'910 CHF 99.23% 99.23%
09.08.2024 0.84% 1.19 CHF 1.20 CHF 2'188'200 2'188'200 2'188'200 2'188'200 2'597'040 CHF 2'618'920 CHF 99.67% 99.67%
08.08.2024 0.93% 1.15 CHF 1.16 CHF 2'375'900 2'375'900 2'374'670 2'374'670 2'557'840 CHF 2'581'600 CHF 99.95% 99.95%
07.08.2024 0.86% 1.17 CHF 1.18 CHF 2'302'400 2'302'400 2'302'400 2'302'400 2'671'140 CHF 2'694'160 CHF 98.93% 98.93%
06.08.2024 0.92% 1.12 CHF 1.13 CHF 2'387'400 2'387'400 2'387'400 2'387'400 2'592'580 CHF 2'616'460 CHF 99.94% 99.94%
02.08.2024 0.76% 1.19 CHF 1.20 CHF 1'902'100 1'902'100 1'902'100 1'902'100 2'500'120 CHF 2'519'140 CHF 99.97% 99.97%
30.07.2024 0.67% 1.49 CHF 1.50 CHF 1'847'600 1'847'600 1'847'600 1'847'600 2'754'710 CHF 2'773'180 CHF 100.00% 100.00%
29.07.2024 0.66% 1.47 CHF 1.48 CHF 1'831'700 1'831'700 1'831'700 1'831'700 2'767'400 CHF 2'785'720 CHF 100.00% 100.00%
25.07.2024 0.74% 1.39 CHF 1.40 CHF 1'996'200 1'996'200 1'996'200 1'996'200 2'691'690 CHF 2'711'660 CHF 99.99% 99.99%

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