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 0.49% 2.02 CHF 2.03 CHF 500'000 100'000 500'000 100'000 1'021'500 CHF 205'301 CHF 99.27% 99.27%
12.07.2024 0.49% 2.07 CHF 2.08 CHF 500'000 100'000 500'000 100'000 1'027'720 CHF 206'543 CHF 99.27% 99.27%
11.07.2024 0.48% 2.08 CHF 2.09 CHF 500'000 100'000 500'000 100'000 1'037'490 CHF 208'497 CHF 99.27% 99.27%
10.07.2024 0.49% 2.05 CHF 2.06 CHF 500'000 100'000 500'000 100'000 1'019'300 CHF 204'860 CHF 99.27% 99.27%
09.07.2024 0.50% 1.99 CHF 2.00 CHF 500'000 100'000 500'000 100'000 1'003'520 CHF 201'704 CHF 99.27% 99.27%
08.07.2024 0.49% 2.03 CHF 2.04 CHF 500'000 100'000 500'000 100'000 1'018'360 CHF 204'671 CHF 99.25% 99.25%
05.07.2024 0.50% 2.02 CHF 2.03 CHF 500'000 100'000 500'000 100'000 1'007'600 CHF 202'520 CHF 99.27% 99.27%
04.07.2024 0.50% 2.01 CHF 2.02 CHF 500'000 100'000 500'000 100'000 1'002'210 CHF 201'442 CHF 99.27% 99.27%
03.07.2024 0.51% 1.98 CHF 1.99 CHF 500'000 100'000 500'000 100'000 979'845 CHF 196'969 CHF 99.27% 99.27%
02.07.2024 0.51% 1.98 CHF 1.99 CHF 500'000 100'000 500'000 100'000 979'624 CHF 196'925 CHF 99.27% 99.27%

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