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 2.64% 0.77 CHF 0.79 CHF 70'000 25'000 70'478 25'000 52'112 CHF 18'986 CHF 96.65% 96.65%
12.08.2024 2.62% 0.75 CHF 0.77 CHF 70'000 25'000 70'000 25'000 51'825 CHF 19'000 CHF 99.99% 99.99%
09.08.2024 2.71% 0.70 CHF 0.72 CHF 80'000 25'000 79'350 25'000 54'898 CHF 17'778 CHF 99.03% 99.03%
08.08.2024 3.53% 0.66 CHF 0.68 CHF 80'000 25'000 68'785 21'927 41'416 CHF 13'681 CHF 97.54% 97.54%
07.08.2024 2.78% 0.66 CHF 0.67 CHF 80'000 25'000 80'067 25'000 52'749 CHF 16'935 CHF 98.49% 98.49%
06.08.2024 4.29% 0.63 CHF 0.64 CHF 80'000 25'000 88'438 22'986 53'258 CHF 14'432 CHF 97.97% 97.97%
02.08.2024 7.74% 0.70 CHF 0.76 CHF 80'000 7'500 70'474 7'500 53'835 CHF 6'193 CHF 94.15% 94.15%
31.07.2024 2.30% 0.92 CHF 0.94 CHF 60'000 25'000 60'000 24'491 57'324 CHF 23'923 CHF 30.67% 30.67%
30.07.2024 2.20% 0.93 CHF 0.95 CHF 60'000 25'000 60'000 25'000 55'767 CHF 23'753 CHF 97.61% 97.61%
29.07.2024 2.31% 0.88 CHF 0.90 CHF 60'000 25'000 60'000 25'000 52'300 CHF 22'301 CHF 100.00% 100.00%

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