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 0.95% 1.04 CHF 1.05 CHF 235'000 235'000 234'826 234'826 245'743 CHF 248'092 CHF 99.53% 99.53%
12.07.2024 0.95% 1.03 CHF 1.04 CHF 235'000 235'000 236'266 236'266 247'230 CHF 249'592 CHF 99.82% 99.82%
11.07.2024 0.94% 1.05 CHF 1.06 CHF 240'000 240'000 238'870 238'870 254'100 CHF 256'490 CHF 99.01% 99.01%
10.07.2024 0.92% 1.07 CHF 1.08 CHF 240'000 240'000 241'776 241'776 262'738 CHF 265'156 CHF 98.83% 98.83%
09.07.2024 0.93% 1.07 CHF 1.08 CHF 240'000 240'000 239'379 239'379 256'790 CHF 259'184 CHF 99.59% 99.59%
08.07.2024 0.94% 1.06 CHF 1.07 CHF 240'000 240'000 239'008 239'008 253'944 CHF 256'334 CHF 99.82% 99.82%
05.07.2024 0.95% 1.07 CHF 1.08 CHF 240'000 240'000 238'559 238'559 250'422 CHF 252'808 CHF 99.56% 99.56%
04.07.2024 0.94% 1.05 CHF 1.06 CHF 240'000 240'000 238'849 238'849 251'639 CHF 254'027 CHF 98.79% 98.79%
03.07.2024 0.93% 1.07 CHF 1.08 CHF 240'000 240'000 238'988 238'988 254'991 CHF 257'381 CHF 97.78% 97.78%
02.07.2024 0.91% 1.10 CHF 1.11 CHF 245'000 245'000 243'988 243'988 267'356 CHF 269'796 CHF 100.00% 100.00%

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