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 0.44% 2.41 CHF 2.42 CHF 1'000'000 1'000'000 984'208 984'208 2'331'850 CHF 2'341'790 CHF 100.00% 100.00%
12.08.2024 0.42% 2.35 CHF 2.36 CHF 1'000'000 1'000'000 997'427 997'427 2'376'000 CHF 2'385'990 CHF 99.22% 99.22%
09.08.2024 0.42% 2.38 CHF 2.39 CHF 1'000'000 1'000'000 1'000'000 1'000'000 2'394'210 CHF 2'404'210 CHF 99.95% 99.95%
08.08.2024 0.50% 2.34 CHF 2.35 CHF 1'000'000 1'000'000 975'782 975'782 2'207'220 CHF 2'217'120 CHF 98.40% 98.40%
07.08.2024 0.46% 2.31 CHF 2.32 CHF 1'000'000 1'000'000 996'131 996'131 2'206'620 CHF 2'216'610 CHF 100.00% 100.00%
06.08.2024 0.49% 2.08 CHF 2.09 CHF 1'000'000 1'000'000 1'000'000 1'000'000 2'055'630 CHF 2'065'630 CHF 85.11% 85.11%
02.08.2024 1.11% 2.40 CHF 2.45 CHF 90'000 90'000 405'878 405'878 1'042'670 CHF 1'050'240 CHF 93.47% 93.47%
30.07.2024 0.30% 3.32 CHF 3.33 CHF 840'000 840'000 840'000 840'000 2'787'350 CHF 2'795'750 CHF 100.00% 100.00%
29.07.2024 0.30% 3.22 CHF 3.23 CHF 820'000 820'000 820'000 820'000 2'762'330 CHF 2'770'530 CHF 99.64% 99.64%
25.07.2024 0.32% 3.24 CHF 3.25 CHF 830'000 830'000 830'000 830'000 2'561'810 CHF 2'570'110 CHF 99.94% 99.94%

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