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 1.04% 0.98 CHF 0.99 CHF 1'449'600 1'449'600 1'449'590 1'449'590 1'384'060 CHF 1'398'560 CHF 99.27% 99.27%
12.08.2024 1.01% 0.97 CHF 0.98 CHF 1'385'300 1'385'300 1'385'300 1'385'300 1'366'880 CHF 1'380'740 CHF 99.19% 99.19%
09.08.2024 1.03% 0.98 CHF 0.99 CHF 1'407'600 1'407'600 1'407'600 1'407'600 1'359'760 CHF 1'373'840 CHF 99.65% 99.65%
08.08.2024 1.24% 0.91 CHF 0.92 CHF 1'673'200 1'673'200 1'672'560 1'672'560 1'351'770 CHF 1'368'500 CHF 99.96% 99.96%
07.08.2024 1.06% 0.95 CHF 0.96 CHF 1'559'300 1'559'300 1'559'300 1'559'300 1'459'850 CHF 1'475'440 CHF 98.90% 98.90%
06.08.2024 1.20% 0.88 CHF 0.89 CHF 1'686'000 1'686'000 1'686'000 1'686'000 1'398'370 CHF 1'415'230 CHF 99.91% 99.91%
02.08.2024 0.80% 1.02 CHF 1.03 CHF 979'200 979'200 979'200 979'200 1'223'900 CHF 1'233'690 CHF 99.91% 99.91%
30.07.2024 0.63% 1.60 CHF 1.61 CHF 912'400 912'400 912'400 912'400 1'455'270 CHF 1'464'390 CHF 100.00% 100.00%
29.07.2024 0.61% 1.55 CHF 1.56 CHF 895'100 895'100 895'100 895'100 1'468'520 CHF 1'477'470 CHF 99.98% 99.98%
25.07.2024 0.75% 1.41 CHF 1.42 CHF 1'073'900 1'073'900 1'073'900 1'073'900 1'423'510 CHF 1'434'250 CHF 99.93% 99.93%

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