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 0.31% 3.17 CHF 3.18 CHF 500'000 100'000 500'000 100'000 1'594'880 CHF 319'976 CHF 99.27% 99.27%
12.07.2024 0.32% 3.15 CHF 3.16 CHF 500'000 100'000 500'000 100'000 1'569'390 CHF 314'878 CHF 99.27% 99.27%
11.07.2024 0.31% 3.15 CHF 3.16 CHF 500'000 100'000 500'000 100'000 1'585'720 CHF 318'144 CHF 99.27% 99.27%
10.07.2024 0.32% 3.14 CHF 3.15 CHF 500'000 100'000 500'000 100'000 1'554'120 CHF 311'825 CHF 99.27% 99.27%
09.07.2024 0.32% 3.14 CHF 3.15 CHF 500'000 100'000 500'000 100'000 1'573'960 CHF 315'791 CHF 99.27% 99.27%
08.07.2024 0.33% 3.12 CHF 3.13 CHF 500'000 100'000 500'000 100'000 1'525'910 CHF 306'181 CHF 99.25% 99.25%
05.07.2024 0.34% 2.93 CHF 2.94 CHF 500'000 100'000 500'000 100'000 1'476'490 CHF 296'299 CHF 99.27% 99.27%
04.07.2024 0.34% 2.96 CHF 2.97 CHF 500'000 100'000 500'000 100'000 1'470'750 CHF 295'151 CHF 99.27% 99.27%
03.07.2024 0.35% 2.89 CHF 2.90 CHF 500'000 100'000 500'000 100'000 1'446'560 CHF 290'311 CHF 99.27% 99.27%
02.07.2024 0.34% 2.97 CHF 2.98 CHF 500'000 100'000 500'000 100'000 1'463'100 CHF 293'620 CHF 99.26% 99.26%

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