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 0.76% 1.34 CHF 1.35 CHF 40'000 20'000 40'000 20'000 52'280 CHF 26'340 CHF 97.07% 97.07%
12.08.2024 0.72% 1.41 CHF 1.42 CHF 40'000 20'000 40'000 20'000 55'542 CHF 27'971 CHF 100.00% 100.00%
09.08.2024 0.73% 1.36 CHF 1.37 CHF 40'000 20'000 40'000 20'000 54'279 CHF 27'339 CHF 96.32% 96.32%
08.08.2024 0.86% 1.27 CHF 1.28 CHF 40'000 20'000 49'158 20'000 56'978 CHF 23'417 CHF 96.46% 96.46%
07.08.2024 0.83% 1.25 CHF 1.26 CHF 40'000 20'000 49'088 20'000 58'846 CHF 24'197 CHF 100.00% 100.00%
06.08.2024 1.09% 1.15 CHF 1.16 CHF 50'000 20'000 50'000 14'725 56'799 CHF 16'845 CHF 96.57% 96.57%
02.08.2024 1.97% 1.20 CHF 1.22 CHF 50'000 5'000 42'812 5'000 53'766 CHF 6'419 CHF 97.57% 97.57%
31.07.2024 0.72% 1.44 CHF 1.45 CHF 40'000 20'000 40'000 17'883 57'543 CHF 25'860 CHF 30.65% 30.65%
30.07.2024 0.70% 1.42 CHF 1.43 CHF 40'000 20'000 40'000 20'000 56'924 CHF 28'662 CHF 96.78% 96.78%
29.07.2024 0.71% 1.36 CHF 1.37 CHF 40'000 20'000 40'000 20'000 56'541 CHF 28'471 CHF 100.00% 100.00%

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