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
15.07.2024 1.01% 2.24 CHF 2.25 CHF 60'000 60'000 26'842 26'842 61'009 CHF 61'495 CHF 100.00% 100.00%
12.07.2024 1.02% 2.27 CHF 2.28 CHF 60'000 60'000 26'844 26'844 61'029 CHF 61'515 CHF 100.00% 100.00%
11.07.2024 1.03% 2.26 CHF 2.27 CHF 60'000 60'000 26'826 26'826 60'670 CHF 61'155 CHF 99.98% 99.98%
10.07.2024 0.83% 2.21 CHF 2.22 CHF 60'000 60'000 26'831 26'831 58'131 CHF 58'537 CHF 99.90% 99.90%
09.07.2024 0.86% 2.13 CHF 2.14 CHF 60'000 60'000 27'860 27'860 58'624 CHF 59'049 CHF 99.77% 99.77%
08.07.2024 0.84% 2.12 CHF 2.13 CHF 60'000 60'000 27'098 27'098 57'795 CHF 58'206 CHF 99.25% 99.25%
05.07.2024 0.85% 2.07 CHF 2.08 CHF 62'000 62'000 27'966 27'966 58'504 CHF 58'929 CHF 99.90% 99.90%
04.07.2024 0.94% 2.13 CHF 2.15 CHF 24'000 24'000 19'236 19'236 40'762 CHF 41'147 CHF 99.54% 99.54%
03.07.2024 0.84% 2.09 CHF 2.10 CHF 62'000 62'000 27'196 27'196 57'483 CHF 57'893 CHF 100.00% 100.00%
02.07.2024 0.84% 2.14 CHF 2.15 CHF 60'000 60'000 26'850 26'850 57'730 CHF 58'137 CHF 99.98% 99.98%

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