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% 18.45 CHF 18.46 CHF 225'000 225'000 224'990 224'990 4'137'080 CHF 4'139'330 CHF 99.05% 99.05%
12.08.2024 0.05% 18.43 CHF 18.44 CHF 225'000 225'000 225'000 225'000 4'165'130 CHF 4'167'380 CHF 99.16% 99.16%
09.08.2024 0.05% 18.41 CHF 18.42 CHF 225'000 225'000 224'960 224'960 4'134'420 CHF 4'136'670 CHF 99.61% 99.61%
08.08.2024 0.06% 18.21 CHF 18.22 CHF 225'000 225'000 225'000 225'000 3'992'900 CHF 3'995'150 CHF 99.55% 99.55%
07.08.2024 0.06% 18.31 CHF 18.32 CHF 225'000 225'000 225'000 225'000 4'089'350 CHF 4'091'600 CHF 98.89% 98.89%
06.08.2024 0.06% 17.85 CHF 17.86 CHF 225'000 225'000 225'000 225'000 3'981'740 CHF 3'983'990 CHF 99.69% 99.69%
02.08.2024 0.05% 18.24 CHF 18.25 CHF 225'000 225'000 225'000 225'000 4'250'520 CHF 4'252'770 CHF 99.56% 99.56%
30.07.2024 0.05% 19.87 CHF 19.88 CHF 225'000 225'000 225'000 225'000 4'470'800 CHF 4'473'050 CHF 99.99% 99.99%
29.07.2024 0.05% 19.78 CHF 19.79 CHF 225'000 225'000 225'000 225'000 4'485'890 CHF 4'488'140 CHF 100.00% 100.00%
25.07.2024 0.05% 19.35 CHF 19.36 CHF 225'000 225'000 225'000 225'000 4'309'950 CHF 4'312'200 CHF 99.78% 99.78%

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