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 1.00% 0.99 CHF 1.00 CHF 250'000 100'000 250'000 100'000 248'821 CHF 100'529 CHF 99.17% 99.17%
12.07.2024 0.99% 0.99 CHF 1.00 CHF 250'000 100'000 250'000 100'000 252'361 CHF 101'944 CHF 99.16% 99.16%
11.07.2024 1.00% 0.98 CHF 0.99 CHF 250'000 100'000 250'000 100'000 248'655 CHF 100'462 CHF 99.17% 99.17%
10.07.2024 1.03% 0.98 CHF 0.99 CHF 250'000 100'000 250'000 100'000 241'999 CHF 97'800 CHF 99.17% 99.17%
09.07.2024 1.11% 0.87 CHF 0.88 CHF 250'000 100'000 250'000 100'000 223'885 CHF 90'554 CHF 99.16% 99.16%
08.07.2024 1.15% 0.86 CHF 0.87 CHF 250'000 100'000 250'000 100'000 216'976 CHF 87'791 CHF 99.15% 99.15%
05.07.2024 1.15% 0.85 CHF 0.86 CHF 250'000 100'000 250'000 100'000 216'176 CHF 87'470 CHF 99.16% 99.16%
04.07.2024 1.17% 0.86 CHF 0.87 CHF 250'000 100'000 250'000 100'000 213'002 CHF 86'201 CHF 99.17% 99.17%
03.07.2024 1.21% 0.83 CHF 0.84 CHF 250'000 100'000 250'000 100'000 205'689 CHF 83'276 CHF 99.17% 99.17%
02.07.2024 1.22% 0.80 CHF 0.81 CHF 250'000 100'000 250'000 100'000 204'183 CHF 82'673 CHF 99.16% 99.16%

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