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 0.77% 1.30 CHF 1.31 CHF 200'000 200'000 199'996 200'000 259'674 CHF 261'678 CHF 99.59% 99.59%
12.08.2024 0.77% 1.30 CHF 1.31 CHF 200'000 200'000 200'000 200'000 258'320 CHF 260'320 CHF 99.48% 99.48%
09.08.2024 0.81% 1.24 CHF 1.25 CHF 200'000 200'000 200'000 200'000 246'205 CHF 248'205 CHF 99.48% 99.48%
08.08.2024 0.89% 1.21 CHF 1.22 CHF 200'000 200'000 200'000 200'000 224'161 CHF 226'161 CHF 99.98% 99.98%
07.08.2024 0.87% 1.21 CHF 1.22 CHF 200'000 200'000 200'000 200'000 229'924 CHF 231'924 CHF 99.46% 99.46%
06.08.2024 0.95% 1.04 CHF 1.05 CHF 200'000 200'000 200'000 200'000 210'463 CHF 212'463 CHF 99.52% 99.52%
02.08.2024 0.78% 1.20 CHF 1.21 CHF 200'000 200'000 200'000 200'000 255'854 CHF 257'854 CHF 99.98% 99.98%
30.07.2024 0.63% 1.56 CHF 1.57 CHF 200'000 200'000 200'000 200'000 316'030 CHF 318'030 CHF 100.00% 100.00%
29.07.2024 0.64% 1.59 CHF 1.60 CHF 200'000 200'000 200'000 200'000 311'629 CHF 313'629 CHF 99.67% 99.67%
25.07.2024 0.65% 1.53 CHF 1.54 CHF 200'000 200'000 200'000 200'000 305'698 CHF 307'698 CHF 99.99% 99.99%

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