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 0.95% 1.11 CHF 1.12 CHF 1'035'500 1'035'500 1'035'500 1'035'500 1'083'230 CHF 1'093'590 CHF 100.00% 100.00%
12.08.2024 0.98% 1.04 CHF 1.05 CHF 1'031'800 1'031'800 1'031'800 1'031'800 1'047'290 CHF 1'057'600 CHF 99.23% 99.23%
09.08.2024 1.05% 0.97 CHF 0.98 CHF 1'083'900 1'083'900 1'083'900 1'083'900 1'027'050 CHF 1'037'890 CHF 100.00% 100.00%
08.08.2024 1.32% 0.87 CHF 0.88 CHF 1'350'600 1'350'600 1'350'090 1'350'090 1'024'000 CHF 1'037'500 CHF 99.92% 99.92%
07.08.2024 1.19% 0.95 CHF 0.96 CHF 1'232'800 1'232'800 1'217'990 1'217'990 1'108'550 CHF 1'120'830 CHF 99.97% 99.97%
06.08.2024 1.27% 0.83 CHF 0.84 CHF 1'369'700 1'369'700 1'369'700 1'369'700 1'071'170 CHF 1'084'870 CHF 99.93% 99.93%
02.08.2024 0.81% 1.01 CHF 1.02 CHF 710'800 710'800 710'800 710'800 874'108 CHF 881'216 CHF 99.89% 99.89%
30.07.2024 0.61% 1.51 CHF 1.52 CHF 663'600 663'600 663'600 663'600 1'093'320 CHF 1'099'960 CHF 99.99% 99.99%
29.07.2024 0.60% 1.58 CHF 1.59 CHF 666'000 666'000 666'000 666'000 1'112'510 CHF 1'119'170 CHF 100.00% 100.00%
25.07.2024 0.67% 1.60 CHF 1.61 CHF 701'900 701'900 701'900 701'900 1'049'950 CHF 1'056'970 CHF 99.92% 99.92%

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