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 0.05% 18.99 CHF 19.00 CHF 250'000 250'000 250'000 250'000 4'678'980 CHF 4'681'480 CHF 99.99% 99.99%
12.08.2024 0.05% 18.68 CHF 18.69 CHF 250'000 250'000 250'000 250'000 4'636'710 CHF 4'639'210 CHF 99.18% 99.18%
09.08.2024 0.05% 18.26 CHF 18.27 CHF 250'000 250'000 250'000 250'000 4'563'920 CHF 4'566'420 CHF 99.92% 99.92%
08.08.2024 0.06% 17.91 CHF 17.92 CHF 250'000 250'000 250'000 250'000 4'334'560 CHF 4'337'060 CHF 99.55% 99.55%
07.08.2024 0.06% 18.19 CHF 18.20 CHF 250'000 250'000 250'000 250'000 4'490'890 CHF 4'493'390 CHF 99.88% 99.88%
06.08.2024 0.06% 17.53 CHF 17.54 CHF 250'000 250'000 250'000 250'000 4'343'010 CHF 4'345'510 CHF 99.48% 99.48%
02.08.2024 0.05% 17.99 CHF 18.00 CHF 250'000 250'000 250'000 250'000 4'622'470 CHF 4'624'970 CHF 99.65% 99.65%
30.07.2024 0.05% 19.47 CHF 19.48 CHF 250'000 250'000 250'000 250'000 4'970'130 CHF 4'972'630 CHF 99.98% 99.98%
29.07.2024 0.05% 19.78 CHF 19.79 CHF 250'000 250'000 250'000 250'000 4'986'730 CHF 4'989'230 CHF 99.98% 99.98%
25.07.2024 0.05% 19.76 CHF 19.77 CHF 250'000 250'000 250'000 250'000 4'898'310 CHF 4'900'810 CHF 99.81% 99.81%

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