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% 18.25 CHF 18.30 CHF 20'000 20'000 19'813 19'813 356'446 CHF 357'437 CHF 99.96% 99.96%
12.08.2024 0.28% 17.95 CHF 18.00 CHF 20'000 20'000 19'813 19'813 353'171 CHF 354'163 CHF 99.98% 99.98%
09.08.2024 0.29% 17.55 CHF 17.60 CHF 20'000 20'000 19'810 19'809 347'378 CHF 348'356 CHF 98.54% 98.54%
08.08.2024 0.30% 17.20 CHF 17.25 CHF 20'000 20'000 19'811 19'811 329'285 CHF 330'277 CHF 99.08% 99.08%
07.08.2024 0.29% 17.45 CHF 17.50 CHF 20'000 20'000 19'810 19'810 341'619 CHF 342'611 CHF 98.90% 98.90%
06.08.2024 0.30% 16.80 CHF 16.85 CHF 20'000 20'000 19'802 19'802 330'091 CHF 331'082 CHF 94.69% 94.69%
02.08.2024 0.28% 17.25 CHF 17.30 CHF 20'000 20'000 19'808 19'808 352'451 CHF 353'442 CHF 97.05% 97.05%
30.07.2024 0.26% 18.75 CHF 18.80 CHF 20'000 20'000 19'813 19'813 379'522 CHF 380'514 CHF 99.95% 99.95%
29.07.2024 0.26% 19.05 CHF 19.10 CHF 20'000 20'000 19'811 19'811 380'731 CHF 381'722 CHF 99.44% 99.44%
25.07.2024 0.27% 19.05 CHF 19.10 CHF 20'000 20'000 19'812 19'812 373'892 CHF 374'884 CHF 99.40% 99.40%

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