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 1.10% 0.92 CHF 0.93 CHF 500'000 100'000 500'000 100'000 451'154 CHF 91'231 CHF 99.27% 99.27%
12.07.2024 1.04% 0.91 CHF 0.92 CHF 500'000 100'000 500'000 100'000 478'858 CHF 96'772 CHF 99.27% 99.27%
11.07.2024 1.00% 0.98 CHF 0.99 CHF 500'000 100'000 500'000 100'000 495'073 CHF 100'015 CHF 99.27% 99.27%
10.07.2024 0.97% 1.01 CHF 1.02 CHF 500'000 100'000 500'000 100'000 514'138 CHF 103'828 CHF 99.27% 99.27%
09.07.2024 0.96% 1.04 CHF 1.05 CHF 500'000 100'000 500'000 100'000 520'020 CHF 105'004 CHF 99.27% 99.27%
08.07.2024 0.95% 1.05 CHF 1.06 CHF 500'000 100'000 500'000 100'000 525'118 CHF 106'024 CHF 99.25% 99.25%
05.07.2024 0.96% 1.02 CHF 1.03 CHF 500'000 100'000 500'000 100'000 515'950 CHF 104'190 CHF 99.27% 99.27%
04.07.2024 0.92% 1.06 CHF 1.07 CHF 500'000 100'000 500'000 100'000 540'064 CHF 109'013 CHF 99.27% 99.27%
03.07.2024 0.86% 1.13 CHF 1.14 CHF 500'000 100'000 500'000 100'000 581'203 CHF 117'241 CHF 99.27% 99.27%
02.07.2024 0.82% 1.17 CHF 1.18 CHF 500'000 100'000 500'000 100'000 610'432 CHF 123'086 CHF 99.27% 99.27%

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