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 0.28% 17.80 CHF 17.85 CHF 20'000 20'000 19'811 19'811 351'298 CHF 352'290 CHF 99.23% 99.23%
12.08.2024 0.28% 17.75 CHF 17.80 CHF 20'000 20'000 19'811 19'811 353'575 CHF 354'566 CHF 99.20% 99.20%
09.08.2024 0.28% 17.75 CHF 17.80 CHF 20'000 20'000 19'807 19'807 351'345 CHF 352'328 CHF 97.16% 97.16%
08.08.2024 0.30% 17.55 CHF 17.60 CHF 20'000 20'000 19'811 19'811 338'667 CHF 339'659 CHF 99.58% 99.58%
07.08.2024 0.29% 17.65 CHF 17.70 CHF 20'000 20'000 19'809 19'809 347'185 CHF 348'177 CHF 98.60% 98.60%
06.08.2024 0.30% 17.20 CHF 17.25 CHF 20'000 20'000 19'811 19'811 337'872 CHF 338'864 CHF 95.12% 95.12%
02.08.2024 0.28% 17.60 CHF 17.65 CHF 20'000 20'000 19'810 19'810 361'420 CHF 362'412 CHF 98.90% 98.90%
30.07.2024 0.26% 19.20 CHF 19.25 CHF 20'000 20'000 19'812 19'811 380'640 CHF 381'608 CHF 99.60% 99.60%
29.07.2024 0.26% 19.10 CHF 19.15 CHF 20'000 20'000 19'812 19'812 381'836 CHF 382'828 CHF 99.96% 99.96%
25.07.2024 0.27% 18.70 CHF 18.75 CHF 20'000 20'000 19'812 19'812 366'496 CHF 367'488 CHF 99.75% 99.75%

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