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 0.53% 2.01 CHF 2.02 CHF 1'000'000 1'000'000 984'160 984'160 1'944'450 CHF 1'954'390 CHF 100.00% 100.00%
12.08.2024 0.51% 1.96 CHF 1.97 CHF 1'000'000 1'000'000 997'426 997'426 1'983'320 CHF 1'993'310 CHF 99.18% 99.18%
09.08.2024 0.50% 2.00 CHF 2.01 CHF 1'000'000 1'000'000 1'000'000 1'000'000 2'005'170 CHF 2'015'170 CHF 99.97% 99.97%
08.08.2024 0.60% 1.96 CHF 1.97 CHF 1'000'000 1'000'000 975'786 975'786 1'846'460 CHF 1'856'370 CHF 98.46% 98.46%
07.08.2024 0.56% 1.93 CHF 1.94 CHF 1'000'000 1'000'000 996'134 996'134 1'836'360 CHF 1'846'340 CHF 99.98% 99.98%
06.08.2024 0.58% 1.73 CHF 1.74 CHF 1'000'000 1'000'000 1'000'000 1'000'000 1'710'660 CHF 1'720'660 CHF 85.21% 85.21%
02.08.2024 1.32% 2.03 CHF 2.08 CHF 100'000 100'000 451'177 451'177 977'312 CHF 985'720 CHF 93.47% 93.47%
30.07.2024 0.35% 2.84 CHF 2.85 CHF 930'000 930'000 930'000 930'000 2'633'680 CHF 2'642'980 CHF 99.98% 99.98%
29.07.2024 0.35% 2.74 CHF 2.75 CHF 900'000 900'000 900'000 900'000 2'591'950 CHF 2'600'950 CHF 99.65% 99.65%
25.07.2024 0.38% 2.76 CHF 2.77 CHF 910'000 910'000 910'000 910'000 2'388'290 CHF 2'397'390 CHF 99.96% 99.96%

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