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
29.08.2024 2.12% 0.45 CHF 0.46 CHF 50'000 50'000 50'000 50'000 23'353 CHF 23'853 CHF 100.00% 100.00%
28.08.2024 2.00% 0.46 CHF 0.47 CHF 50'000 50'000 50'000 50'000 24'713 CHF 25'213 CHF 94.62% 94.62%
27.08.2024 1.94% 0.51 CHF 0.52 CHF 50'000 50'000 50'000 50'000 25'558 CHF 26'058 CHF 98.79% 98.79%
26.08.2024 1.90% 0.52 CHF 0.53 CHF 50'000 50'000 50'000 50'000 26'004 CHF 26'504 CHF 99.55% 99.55%
23.08.2024 1.88% 0.52 CHF 0.53 CHF 50'000 50'000 50'000 50'000 26'416 CHF 26'916 CHF 100.00% 100.00%
22.08.2024 1.72% 0.56 CHF 0.57 CHF 50'000 50'000 50'000 50'000 28'878 CHF 29'378 CHF 99.71% 99.71%
21.08.2024 1.59% 0.61 CHF 0.62 CHF 50'000 50'000 50'000 50'000 31'218 CHF 31'718 CHF 99.55% 99.55%
20.08.2024 1.56% 0.64 CHF 0.65 CHF 50'000 50'000 50'000 50'000 31'817 CHF 32'317 CHF 99.95% 99.95%
19.08.2024 1.63% 0.65 CHF 0.66 CHF 50'000 50'000 50'000 50'000 30'366 CHF 30'866 CHF 99.25% 99.25%
16.08.2024 1.76% 0.58 CHF 0.59 CHF 50'000 50'000 50'000 50'000 28'137 CHF 28'637 CHF 98.91% 98.91%

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