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 0.92% 2.48 CHF 2.50 CHF 100'000 100'000 100'000 100'000 254'918 CHF 257'281 CHF 50.28% 50.28%
12.07.2024 0.97% 2.50 CHF 2.52 CHF 100'000 100'000 100'000 100'000 250'654 CHF 253'087 CHF 87.00% 87.00%
11.07.2024 0.96% 2.50 CHF 2.52 CHF 100'000 100'000 100'000 100'000 253'922 CHF 256'383 CHF 91.42% 91.42%
10.07.2024 0.99% 2.46 CHF 2.49 CHF 100'000 100'000 100'000 100'000 243'313 CHF 245'723 CHF 99.39% 99.39%
09.07.2024 1.34% 2.39 CHF 2.42 CHF 100'000 100'000 59'456 59'456 143'013 CHF 144'863 CHF 97.89% 97.89%
08.07.2024 1.02% 2.38 CHF 2.40 CHF 100'000 100'000 100'000 100'000 236'621 CHF 239'040 CHF 98.65% 98.65%
05.07.2024 1.02% 2.30 CHF 2.32 CHF 100'000 100'000 100'000 100'000 232'212 CHF 234'588 CHF 99.53% 99.53%
04.07.2024 0.99% 2.39 CHF 2.42 CHF 100'000 100'000 100'000 100'000 238'641 CHF 241'025 CHF 99.58% 99.58%
03.07.2024 1.02% 2.33 CHF 2.36 CHF 100'000 100'000 100'000 100'000 232'948 CHF 235'342 CHF 99.50% 99.50%
02.07.2024 1.00% 2.41 CHF 2.43 CHF 100'000 100'000 100'000 100'000 240'656 CHF 243'078 CHF 98.29% 98.29%

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