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 0.70% 1.41 CHF 1.42 CHF 200'000 200'000 200'000 200'000 283'016 CHF 285'016 CHF 99.58% 99.58%
12.08.2024 0.70% 1.41 CHF 1.42 CHF 200'000 200'000 200'000 200'000 284'830 CHF 286'830 CHF 99.47% 99.47%
09.08.2024 0.67% 1.48 CHF 1.49 CHF 200'000 200'000 200'000 200'000 298'438 CHF 300'438 CHF 99.47% 99.47%
08.08.2024 0.62% 1.52 CHF 1.53 CHF 200'000 200'000 200'000 200'000 321'163 CHF 323'163 CHF 99.98% 99.98%
07.08.2024 0.63% 1.52 CHF 1.53 CHF 200'000 200'000 200'000 200'000 315'891 CHF 317'891 CHF 99.47% 99.47%
06.08.2024 0.59% 1.69 CHF 1.70 CHF 200'000 200'000 200'000 200'000 335'892 CHF 337'892 CHF 99.53% 99.53%
02.08.2024 0.68% 1.55 CHF 1.56 CHF 200'000 200'000 200'000 200'000 292'475 CHF 294'475 CHF 99.99% 99.99%
30.07.2024 0.85% 1.19 CHF 1.20 CHF 200'000 200'000 200'000 200'000 233'604 CHF 235'604 CHF 100.00% 100.00%
29.07.2024 0.83% 1.16 CHF 1.17 CHF 200'000 200'000 200'000 200'000 238'617 CHF 240'617 CHF 99.67% 99.67%
25.07.2024 0.81% 1.23 CHF 1.24 CHF 200'000 200'000 200'000 200'000 246'468 CHF 248'468 CHF 99.99% 99.99%

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