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 1.91% 0.55 CHF 0.56 CHF 2'070'900 2'070'900 2'070'900 2'070'900 1'073'280 CHF 1'093'990 CHF 100.00% 100.00%
12.08.2024 1.97% 0.51 CHF 0.52 CHF 2'063'500 2'063'500 2'063'500 2'063'500 1'037'610 CHF 1'058'240 CHF 99.18% 99.18%
09.08.2024 2.11% 0.48 CHF 0.49 CHF 2'167'800 2'167'800 2'167'800 2'167'800 1'016'340 CHF 1'038'020 CHF 99.98% 99.98%
08.08.2024 2.66% 0.43 CHF 0.44 CHF 2'701'200 2'701'200 2'700'200 2'700'200 1'010'060 CHF 1'037'070 CHF 99.97% 99.97%
07.08.2024 2.39% 0.47 CHF 0.48 CHF 2'465'500 2'465'500 2'435'890 2'435'890 1'095'150 CHF 1'119'710 CHF 100.00% 100.00%
06.08.2024 2.56% 0.41 CHF 0.42 CHF 2'739'300 2'739'300 2'739'300 2'739'300 1'057'250 CHF 1'084'640 CHF 99.94% 99.94%
02.08.2024 1.64% 0.50 CHF 0.51 CHF 1'421'500 1'421'500 1'421'500 1'421'500 867'000 CHF 881'215 CHF 99.94% 99.94%
30.07.2024 1.21% 0.75 CHF 0.76 CHF 1'327'100 1'327'100 1'327'100 1'327'100 1'086'250 CHF 1'099'520 CHF 99.99% 99.99%
29.07.2024 1.20% 0.79 CHF 0.80 CHF 1'331'900 1'331'900 1'331'900 1'331'900 1'105'790 CHF 1'119'110 CHF 100.00% 100.00%
25.07.2024 1.34% 0.80 CHF 0.81 CHF 1'403'700 1'403'700 1'403'700 1'403'700 1'043'180 CHF 1'057'210 CHF 99.97% 99.97%

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