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 0.28% 18.50 CHF 18.55 CHF 20'000 20'000 19'813 19'813 361'401 CHF 362'392 CHF 99.97% 99.97%
12.08.2024 0.28% 18.20 CHF 18.25 CHF 20'000 20'000 19'812 19'812 358'134 CHF 359'126 CHF 99.98% 99.98%
09.08.2024 0.28% 17.80 CHF 17.85 CHF 20'000 20'000 19'811 19'811 352'342 CHF 353'330 CHF 99.53% 99.53%
08.08.2024 0.30% 17.45 CHF 17.50 CHF 20'000 20'000 19'808 19'808 334'062 CHF 335'053 CHF 97.69% 97.69%
07.08.2024 0.29% 17.70 CHF 17.75 CHF 20'000 20'000 19'810 19'810 346'536 CHF 347'528 CHF 99.01% 99.01%
06.08.2024 0.30% 17.05 CHF 17.10 CHF 20'000 20'000 19'806 19'806 335'001 CHF 335'992 CHF 96.83% 96.83%
02.08.2024 0.28% 17.50 CHF 17.55 CHF 20'000 20'000 19'805 19'805 357'392 CHF 358'383 CHF 96.35% 96.35%
30.07.2024 0.26% 19.00 CHF 19.05 CHF 20'000 20'000 19'813 19'811 384'605 CHF 385'568 CHF 99.94% 99.94%
29.07.2024 0.26% 19.30 CHF 19.35 CHF 20'000 20'000 19'812 19'812 385'796 CHF 386'788 CHF 99.97% 99.97%
25.07.2024 0.26% 19.30 CHF 19.35 CHF 20'000 20'000 19'811 19'811 378'889 CHF 379'881 CHF 99.16% 99.16%

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