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 0.96% 1.04 CHF 1.05 CHF 500'000 100'000 500'000 100'000 518'955 CHF 104'791 CHF 99.27% 99.27%
12.07.2024 0.97% 1.03 CHF 1.04 CHF 500'000 100'000 500'000 100'000 514'663 CHF 103'933 CHF 99.27% 99.27%
11.07.2024 0.95% 1.03 CHF 1.04 CHF 500'000 100'000 500'000 100'000 522'508 CHF 105'502 CHF 99.27% 99.27%
10.07.2024 0.92% 1.07 CHF 1.08 CHF 500'000 100'000 500'000 100'000 538'190 CHF 108'638 CHF 99.27% 99.27%
09.07.2024 0.90% 1.11 CHF 1.12 CHF 500'000 100'000 500'000 100'000 551'709 CHF 111'342 CHF 99.27% 99.27%
08.07.2024 0.92% 1.09 CHF 1.10 CHF 500'000 100'000 500'000 100'000 539'098 CHF 108'820 CHF 99.25% 99.25%
05.07.2024 0.94% 1.07 CHF 1.08 CHF 500'000 100'000 500'000 100'000 531'964 CHF 107'393 CHF 99.27% 99.27%
04.07.2024 0.93% 1.06 CHF 1.07 CHF 500'000 100'000 500'000 100'000 533'317 CHF 107'663 CHF 99.27% 99.27%
03.07.2024 0.92% 1.07 CHF 1.08 CHF 500'000 100'000 500'000 100'000 540'534 CHF 109'107 CHF 99.27% 99.27%
02.07.2024 0.90% 1.10 CHF 1.11 CHF 500'000 100'000 500'000 100'000 552'361 CHF 111'472 CHF 99.27% 99.27%

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