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 0.32% 5.24 CHF 5.26 CHF 100'000 100'000 100'000 100'000 539'188 CHF 540'942 CHF 95.49% 95.49%
12.07.2024 0.30% 5.42 CHF 5.43 CHF 100'000 100'000 100'000 100'000 531'992 CHF 533'593 CHF 98.29% 98.29%
11.07.2024 0.35% 5.20 CHF 5.21 CHF 100'000 100'000 100'000 100'000 517'218 CHF 519'016 CHF 97.43% 97.43%
10.07.2024 0.33% 4.97 CHF 4.99 CHF 100'000 100'000 100'000 100'000 482'614 CHF 484'210 CHF 99.87% 99.87%
09.07.2024 0.33% 4.77 CHF 4.78 CHF 100'000 100'000 100'000 100'000 487'215 CHF 488'813 CHF 99.49% 99.49%
08.07.2024 0.33% 4.79 CHF 4.80 CHF 100'000 100'000 100'000 100'000 479'546 CHF 481'135 CHF 99.33% 99.33%
05.07.2024 0.33% 4.70 CHF 4.72 CHF 100'000 100'000 100'000 100'000 483'552 CHF 485'164 CHF 99.48% 99.48%
04.07.2024 0.34% 4.86 CHF 4.87 CHF 100'000 100'000 100'000 100'000 480'212 CHF 481'832 CHF 99.66% 99.66%
03.07.2024 0.34% 4.76 CHF 4.77 CHF 100'000 100'000 100'000 100'000 474'711 CHF 476'307 CHF 99.21% 99.21%
02.07.2024 0.35% 4.70 CHF 4.72 CHF 100'000 100'000 100'000 100'000 459'120 CHF 460'750 CHF 99.84% 99.84%

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