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 0.22% 4.86 CHF 4.87 CHF 580'000 580'000 570'813 570'813 2'719'810 CHF 2'725'580 CHF 100.00% 100.00%
12.08.2024 0.21% 4.72 CHF 4.73 CHF 580'000 580'000 578'507 578'507 2'759'380 CHF 2'765'170 CHF 99.22% 99.22%
09.08.2024 0.21% 4.72 CHF 4.73 CHF 590'000 590'000 590'000 590'000 2'786'260 CHF 2'792'160 CHF 99.94% 99.94%
08.08.2024 0.25% 4.62 CHF 4.63 CHF 580'000 580'000 565'986 565'986 2'517'650 CHF 2'523'400 CHF 98.42% 98.42%
07.08.2024 0.23% 4.59 CHF 4.60 CHF 620'000 620'000 617'598 617'598 2'746'990 CHF 2'753'180 CHF 99.92% 99.92%
06.08.2024 0.24% 4.20 CHF 4.21 CHF 630'000 630'000 630'000 630'000 2'621'660 CHF 2'627'960 CHF 98.16% 98.16%
02.08.2024 0.57% 4.65 CHF 4.70 CHF 56'000 56'000 253'742 253'742 1'251'210 CHF 1'255'940 CHF 94.63% 94.63%
30.07.2024 0.17% 6.05 CHF 6.06 CHF 550'000 550'000 550'000 550'000 3'322'070 CHF 3'327'570 CHF 99.99% 99.99%
29.07.2024 0.16% 5.89 CHF 5.90 CHF 550'000 550'000 550'000 550'000 3'357'430 CHF 3'362'930 CHF 99.65% 99.65%
25.07.2024 0.18% 5.88 CHF 5.89 CHF 550'000 550'000 550'000 550'000 3'111'820 CHF 3'117'320 CHF 99.94% 99.94%

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