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 0.18% 5.40 CHF 5.41 CHF 500'000 500'000 500'000 500'000 2'740'620 CHF 2'745'620 CHF 100.00% 100.00%
12.08.2024 0.19% 5.40 CHF 5.41 CHF 500'000 500'000 499'759 499'759 2'685'140 CHF 2'690'140 CHF 99.89% 99.89%
09.08.2024 0.19% 5.25 CHF 5.26 CHF 500'000 500'000 500'000 500'000 2'625'890 CHF 2'630'890 CHF 99.98% 99.98%
08.08.2024 0.19% 5.23 CHF 5.24 CHF 500'000 500'000 500'000 500'000 2'566'690 CHF 2'571'690 CHF 99.89% 99.89%
07.08.2024 0.20% 5.20 CHF 5.21 CHF 500'000 500'000 500'000 500'000 2'539'870 CHF 2'544'870 CHF 99.90% 99.90%
06.08.2024 0.20% 4.94 CHF 4.95 CHF 500'000 500'000 500'000 500'000 2'469'880 CHF 2'474'880 CHF 99.87% 99.87%
02.08.2024 0.19% 5.03 CHF 5.04 CHF 500'000 500'000 500'000 500'000 2'624'570 CHF 2'629'570 CHF 99.77% 99.77%
30.07.2024 0.19% 5.29 CHF 5.30 CHF 500'000 500'000 500'000 500'000 2'664'590 CHF 2'669'590 CHF 99.54% 99.54%
29.07.2024 0.18% 5.36 CHF 5.37 CHF 500'000 500'000 500'000 500'000 2'724'020 CHF 2'729'020 CHF 100.00% 100.00%
25.07.2024 0.19% 5.44 CHF 5.45 CHF 500'000 500'000 500'000 500'000 2'693'810 CHF 2'698'810 CHF 99.92% 99.92%

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