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 0.80% 1.24 CHF 1.25 CHF 450'000 150'000 450'000 150'000 558'609 CHF 187'703 CHF 93.41% 93.41%
12.07.2024 0.80% 1.23 CHF 1.24 CHF 450'000 150'000 450'000 150'000 558'896 CHF 187'799 CHF 95.36% 95.36%
11.07.2024 0.79% 1.25 CHF 1.26 CHF 450'000 150'000 450'000 150'000 567'728 CHF 190'743 CHF 97.78% 97.78%
10.07.2024 0.77% 1.27 CHF 1.28 CHF 450'000 150'000 450'000 150'000 579'675 CHF 194'725 CHF 98.61% 98.61%
09.07.2024 0.78% 1.27 CHF 1.28 CHF 450'000 150'000 450'000 150'000 572'384 CHF 192'294 CHF 97.48% 97.48%
08.07.2024 0.79% 1.26 CHF 1.27 CHF 450'000 150'000 450'000 150'000 567'397 CHF 190'632 CHF 96.10% 96.10%
05.07.2024 0.80% 1.26 CHF 1.27 CHF 450'000 150'000 450'000 150'000 560'089 CHF 188'196 CHF 97.97% 97.97%
04.07.2024 0.80% 1.25 CHF 1.26 CHF 450'000 150'000 450'000 150'000 562'358 CHF 188'953 CHF 97.66% 97.66%
03.07.2024 0.79% 1.27 CHF 1.28 CHF 450'000 150'000 450'000 150'000 569'357 CHF 191'286 CHF 97.39% 97.39%
02.07.2024 0.77% 1.30 CHF 1.31 CHF 450'000 150'000 450'000 150'000 584'652 CHF 196'384 CHF 96.85% 96.85%

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