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% 20.80 CHF 20.81 CHF 146'300 146'300 146'300 146'300 2'985'240 CHF 2'986'700 CHF 99.78% 99.78%
12.08.2024 0.05% 20.37 CHF 20.38 CHF 146'100 146'100 146'100 146'100 2'954'540 CHF 2'956'000 CHF 99.23% 99.23%
09.08.2024 0.05% 19.81 CHF 19.82 CHF 148'200 148'200 148'200 148'200 2'919'590 CHF 2'921'080 CHF 99.87% 99.87%
08.08.2024 0.06% 19.11 CHF 19.12 CHF 158'100 158'100 158'042 158'042 2'863'290 CHF 2'864'870 CHF 99.67% 99.67%
07.08.2024 0.06% 19.61 CHF 19.62 CHF 154'300 154'300 152'454 152'454 2'935'760 CHF 2'937'300 CHF 99.82% 99.82%
06.08.2024 0.06% 18.57 CHF 18.58 CHF 159'000 159'000 159'000 159'000 2'889'840 CHF 2'891'430 CHF 99.48% 99.48%
02.08.2024 0.05% 19.53 CHF 19.54 CHF 135'900 135'900 135'900 135'900 2'825'410 CHF 2'826'770 CHF 99.32% 99.32%
30.07.2024 0.04% 22.30 CHF 22.31 CHF 134'100 134'100 134'100 134'100 3'077'610 CHF 3'078'950 CHF 99.95% 99.95%
29.07.2024 0.04% 22.65 CHF 22.66 CHF 134'300 134'300 134'300 134'300 3'094'330 CHF 3'095'670 CHF 99.94% 99.94%
25.07.2024 0.05% 22.58 CHF 22.59 CHF 136'400 136'400 136'400 136'400 3'009'740 CHF 3'011'110 CHF 98.81% 98.81%

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