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 0.40% 2.50 CHF 2.51 CHF 300'000 100'000 300'000 100'000 747'832 CHF 250'277 CHF 99.16% 99.16%
12.07.2024 0.39% 2.52 CHF 2.53 CHF 300'000 100'000 300'000 100'000 758'718 CHF 253'906 CHF 99.24% 99.24%
11.07.2024 0.41% 2.45 CHF 2.46 CHF 300'000 100'000 300'000 100'000 735'137 CHF 246'046 CHF 99.23% 99.23%
10.07.2024 0.40% 2.47 CHF 2.48 CHF 300'000 100'000 300'000 100'000 743'173 CHF 248'724 CHF 99.24% 99.24%
09.07.2024 0.40% 2.48 CHF 2.49 CHF 300'000 100'000 300'000 100'000 750'453 CHF 251'151 CHF 99.24% 99.24%
08.07.2024 0.37% 2.64 CHF 2.65 CHF 300'000 100'000 300'000 100'000 799'195 CHF 267'398 CHF 99.24% 99.24%
05.07.2024 0.37% 2.67 CHF 2.68 CHF 300'000 100'000 300'000 100'000 813'418 CHF 272'139 CHF 99.23% 99.23%
04.07.2024 0.37% 2.74 CHF 2.75 CHF 300'000 100'000 300'000 100'000 811'377 CHF 271'459 CHF 99.23% 99.23%
03.07.2024 0.38% 2.64 CHF 2.65 CHF 300'000 100'000 300'000 100'000 790'442 CHF 264'480 CHF 99.24% 99.24%
02.07.2024 0.39% 2.57 CHF 2.58 CHF 300'000 100'000 300'000 100'000 768'774 CHF 257'258 CHF 99.24% 99.24%

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