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 0.27% 18.75 CHF 18.80 CHF 20'000 20'000 19'812 19'812 366'341 CHF 367'333 CHF 99.70% 99.70%
12.08.2024 0.28% 18.45 CHF 18.50 CHF 20'000 20'000 19'813 19'813 363'104 CHF 364'095 CHF 99.99% 99.99%
09.08.2024 0.28% 18.05 CHF 18.10 CHF 20'000 20'000 19'812 19'811 357'294 CHF 358'272 CHF 99.62% 99.62%
08.08.2024 0.29% 17.70 CHF 17.75 CHF 20'000 20'000 19'809 19'809 339'046 CHF 340'038 CHF 98.56% 98.56%
07.08.2024 0.28% 17.95 CHF 18.00 CHF 20'000 20'000 19'808 19'808 351'470 CHF 352'462 CHF 98.20% 98.20%
06.08.2024 0.29% 17.30 CHF 17.35 CHF 20'000 20'000 19'808 19'808 339'914 CHF 340'905 CHF 97.42% 97.42%
02.08.2024 0.28% 17.75 CHF 17.80 CHF 20'000 20'000 19'807 19'807 362'328 CHF 363'320 CHF 97.24% 97.24%
30.07.2024 0.26% 19.25 CHF 19.30 CHF 20'000 20'000 19'813 19'813 389'642 CHF 390'634 CHF 99.91% 99.91%
29.07.2024 0.26% 19.55 CHF 19.60 CHF 20'000 20'000 19'812 19'812 390'850 CHF 391'842 CHF 99.75% 99.75%
25.07.2024 0.26% 19.55 CHF 19.60 CHF 20'000 20'000 19'811 19'811 383'899 CHF 384'891 CHF 99.47% 99.47%

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