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% 19.54 CHF 19.55 CHF 250'000 250'000 250'000 250'000 4'816'110 CHF 4'818'610 CHF 99.98% 99.98%
12.08.2024 0.05% 19.23 CHF 19.24 CHF 250'000 250'000 249'999 249'999 4'774'100 CHF 4'776'600 CHF 99.19% 99.19%
09.08.2024 0.05% 18.81 CHF 18.82 CHF 250'000 250'000 250'000 250'000 4'700'640 CHF 4'703'140 CHF 99.85% 99.85%
08.08.2024 0.06% 18.46 CHF 18.47 CHF 250'000 250'000 250'000 250'000 4'470'570 CHF 4'473'070 CHF 99.65% 99.65%
07.08.2024 0.05% 18.74 CHF 18.75 CHF 250'000 250'000 250'000 250'000 4'626'950 CHF 4'629'450 CHF 99.91% 99.91%
06.08.2024 0.06% 18.07 CHF 18.08 CHF 250'000 250'000 250'000 250'000 4'477'900 CHF 4'480'400 CHF 99.56% 99.56%
02.08.2024 0.05% 18.53 CHF 18.54 CHF 250'000 250'000 250'000 250'000 4'759'480 CHF 4'761'980 CHF 99.67% 99.67%
30.07.2024 0.05% 20.03 CHF 20.04 CHF 250'000 250'000 250'000 250'000 5'109'840 CHF 5'112'340 CHF 99.99% 99.99%
29.07.2024 0.05% 20.34 CHF 20.35 CHF 250'000 250'000 250'000 250'000 5'126'260 CHF 5'128'760 CHF 99.98% 99.98%
25.07.2024 0.05% 20.32 CHF 20.33 CHF 250'000 250'000 250'000 250'000 5'036'860 CHF 5'039'360 CHF 99.81% 99.81%

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