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 0.83% 1.20 CHF 1.21 CHF 500'000 100'000 500'000 100'000 596'841 CHF 120'368 CHF 99.27% 99.27%
12.07.2024 0.84% 1.18 CHF 1.19 CHF 500'000 100'000 500'000 100'000 591'364 CHF 119'273 CHF 99.27% 99.27%
11.07.2024 0.83% 1.19 CHF 1.20 CHF 500'000 100'000 500'000 100'000 600'031 CHF 121'006 CHF 99.27% 99.27%
10.07.2024 0.81% 1.22 CHF 1.23 CHF 500'000 100'000 500'000 100'000 615'685 CHF 124'137 CHF 99.27% 99.27%
09.07.2024 0.79% 1.27 CHF 1.28 CHF 500'000 100'000 500'000 100'000 628'728 CHF 126'746 CHF 99.27% 99.27%
08.07.2024 0.81% 1.24 CHF 1.25 CHF 500'000 100'000 500'000 100'000 616'435 CHF 124'287 CHF 99.25% 99.25%
05.07.2024 0.82% 1.23 CHF 1.24 CHF 500'000 100'000 500'000 100'000 610'492 CHF 123'098 CHF 99.27% 99.27%
04.07.2024 0.82% 1.22 CHF 1.23 CHF 500'000 100'000 500'000 100'000 610'298 CHF 123'060 CHF 99.27% 99.27%
03.07.2024 0.81% 1.23 CHF 1.24 CHF 500'000 100'000 500'000 100'000 618'635 CHF 124'727 CHF 99.27% 99.27%
02.07.2024 0.79% 1.26 CHF 1.27 CHF 500'000 100'000 500'000 100'000 630'800 CHF 127'160 CHF 99.27% 99.27%

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