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 0.77% 2.04 CHF 2.05 CHF 310'000 310'000 138'916 138'916 281'013 CHF 282'819 CHF 100.00% 100.00%
12.07.2024 0.77% 2.03 CHF 2.04 CHF 310'000 310'000 136'395 136'395 274'984 CHF 276'752 CHF 99.98% 99.98%
11.07.2024 0.77% 1.99 CHF 2.00 CHF 300'000 300'000 134'229 134'229 268'820 CHF 270'563 CHF 99.83% 99.83%
10.07.2024 0.77% 2.02 CHF 2.03 CHF 300'000 300'000 134'268 134'268 270'333 CHF 272'077 CHF 99.99% 99.99%
09.07.2024 0.89% 2.00 CHF 2.01 CHF 300'000 300'000 134'343 134'343 267'925 CHF 269'933 CHF 99.78% 99.78%
08.07.2024 0.90% 1.95 CHF 1.96 CHF 290'000 290'000 132'624 132'624 261'303 CHF 263'319 CHF 99.92% 99.92%
05.07.2024 0.77% 2.00 CHF 2.01 CHF 300'000 300'000 133'879 133'879 268'977 CHF 270'718 CHF 99.70% 99.70%
04.07.2024 0.76% 2.01 CHF 2.02 CHF 120'000 120'000 96'074 96'074 192'801 CHF 194'161 CHF 99.95% 99.95%
03.07.2024 0.90% 2.01 CHF 2.02 CHF 300'000 300'000 134'195 134'195 269'704 CHF 271'737 CHF 100.00% 100.00%
02.07.2024 0.90% 1.99 CHF 2.00 CHF 300'000 300'000 133'438 133'438 266'637 CHF 268'662 CHF 100.00% 100.00%

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