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 1.02% 0.98 CHF 0.99 CHF 100'000 100'000 100'000 100'000 97'757 CHF 98'757 CHF 99.76% 99.76%
12.07.2024 1.01% 0.98 CHF 0.99 CHF 100'000 100'000 99'965 99'965 98'623 CHF 99'623 CHF 98.73% 98.73%
11.07.2024 1.06% 0.97 CHF 0.98 CHF 100'000 100'000 99'070 99'070 99'115 CHF 100'120 CHF 97.80% 97.80%
10.07.2024 0.98% 1.03 CHF 1.04 CHF 100'000 100'000 100'000 100'000 101'400 CHF 102'400 CHF 99.99% 99.99%
09.07.2024 0.98% 1.01 CHF 1.02 CHF 100'000 100'000 100'000 100'000 101'317 CHF 102'317 CHF 99.99% 99.99%
08.07.2024 1.00% 1.00 CHF 1.01 CHF 100'000 100'000 100'000 100'000 99'167 CHF 100'167 CHF 100.00% 100.00%
05.07.2024 0.98% 1.01 CHF 1.02 CHF 100'000 100'000 99'972 99'972 101'617 CHF 102'618 CHF 98.88% 98.88%
04.07.2024 0.96% 1.03 CHF 1.04 CHF 100'000 100'000 100'000 100'000 103'749 CHF 104'749 CHF 99.16% 99.16%
03.07.2024 0.94% 1.04 CHF 1.05 CHF 100'000 100'000 100'000 100'000 105'818 CHF 106'818 CHF 99.43% 99.43%
02.07.2024 0.93% 1.07 CHF 1.08 CHF 100'000 100'000 100'000 100'000 107'186 CHF 108'186 CHF 99.98% 99.98%

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