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 0.24% 4.46 CHF 4.47 CHF 720'000 720'000 708'592 708'592 3'115'050 CHF 3'122'210 CHF 99.99% 99.99%
12.08.2024 0.23% 4.37 CHF 4.38 CHF 720'000 720'000 718'147 718'147 3'166'640 CHF 3'173'830 CHF 99.19% 99.19%
09.08.2024 0.23% 4.40 CHF 4.41 CHF 730'000 730'000 730'000 730'000 3'212'600 CHF 3'219'900 CHF 99.98% 99.98%
08.08.2024 0.27% 4.32 CHF 4.33 CHF 730'000 730'000 712'334 712'334 2'978'790 CHF 2'986'020 CHF 98.50% 98.50%
07.08.2024 0.25% 4.28 CHF 4.29 CHF 770'000 770'000 767'027 767'027 3'183'570 CHF 3'191'260 CHF 99.98% 99.98%
06.08.2024 0.26% 3.93 CHF 3.94 CHF 780'000 780'000 780'000 780'000 3'032'620 CHF 3'040'420 CHF 85.12% 85.12%
02.08.2024 0.62% 4.34 CHF 4.39 CHF 68'000 68'000 307'088 307'088 1'408'680 CHF 1'414'400 CHF 93.57% 93.57%
30.07.2024 0.18% 5.54 CHF 5.55 CHF 660'000 660'000 660'000 660'000 3'658'220 CHF 3'664'820 CHF 100.00% 100.00%
29.07.2024 0.18% 5.42 CHF 5.43 CHF 650'000 650'000 650'000 650'000 3'639'010 CHF 3'645'510 CHF 99.65% 99.65%
25.07.2024 0.19% 5.42 CHF 5.43 CHF 650'000 650'000 650'000 650'000 3'400'740 CHF 3'407'240 CHF 99.97% 99.97%

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