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 0.37% 5.47 CHF 5.49 CHF 200'000 200'000 199'941 199'941 1'081'230 CHF 1'085'230 CHF 99.25% 99.25%
12.08.2024 0.36% 5.42 CHF 5.44 CHF 200'000 200'000 199'998 199'998 1'103'700 CHF 1'107'700 CHF 99.21% 99.21%
09.08.2024 0.37% 5.53 CHF 5.55 CHF 200'000 200'000 197'717 197'717 1'087'130 CHF 1'091'110 CHF 99.69% 99.69%
08.08.2024 0.41% 5.36 CHF 5.38 CHF 200'000 200'000 197'842 197'842 997'037 CHF 1'001'020 CHF 99.84% 99.84%
07.08.2024 0.38% 5.41 CHF 5.43 CHF 210'000 210'000 207'657 207'657 1'123'700 CHF 1'127'890 CHF 98.89% 98.89%
06.08.2024 0.43% 5.34 CHF 5.36 CHF 220'000 220'000 217'784 217'784 1'126'390 CHF 1'131'180 CHF 99.65% 99.65%
02.08.2024 0.35% 5.50 CHF 5.52 CHF 190'000 190'000 187'959 187'959 1'111'450 CHF 1'115'240 CHF 99.80% 99.80%
30.07.2024 0.31% 6.55 CHF 6.57 CHF 190'000 190'000 187'911 187'911 1'230'290 CHF 1'234'080 CHF 99.98% 99.98%
29.07.2024 0.31% 6.46 CHF 6.48 CHF 190'000 190'000 187'920 187'920 1'250'310 CHF 1'254'090 CHF 99.99% 99.99%
25.07.2024 0.34% 6.16 CHF 6.18 CHF 190'000 190'000 188'774 188'774 1'128'090 CHF 1'131'880 CHF 98.44% 98.44%

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