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 0.30% 16.65 CHF 16.70 CHF 25'000 25'000 24'766 24'766 410'448 CHF 411'688 CHF 99.83% 99.83%
12.08.2024 0.30% 16.60 CHF 16.65 CHF 25'000 25'000 24'766 24'766 413'228 CHF 414'467 CHF 99.99% 99.99%
09.08.2024 0.30% 16.60 CHF 16.65 CHF 25'000 25'000 24'765 24'764 410'566 CHF 411'794 CHF 99.58% 99.58%
08.08.2024 0.32% 16.40 CHF 16.45 CHF 25'000 25'000 24'764 24'764 394'865 CHF 396'105 CHF 99.56% 99.56%
07.08.2024 0.31% 16.50 CHF 16.55 CHF 25'000 25'000 24'765 24'765 405'482 CHF 406'721 CHF 99.69% 99.69%
06.08.2024 0.32% 16.05 CHF 16.10 CHF 25'000 25'000 24'763 24'763 394'086 CHF 395'326 CHF 98.70% 98.70%
02.08.2024 0.30% 16.45 CHF 16.50 CHF 25'000 25'000 24'761 24'761 423'132 CHF 424'371 CHF 97.69% 97.69%
30.07.2024 0.28% 18.05 CHF 18.10 CHF 25'000 25'000 24'764 24'764 446'465 CHF 447'705 CHF 99.30% 99.30%
29.07.2024 0.28% 17.95 CHF 18.00 CHF 25'000 25'000 24'764 24'764 447'981 CHF 449'221 CHF 99.74% 99.74%
25.07.2024 0.29% 17.50 CHF 17.55 CHF 25'000 25'000 24'765 24'765 429'123 CHF 430'362 CHF 99.80% 99.80%

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