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 0.49% 2.08 CHF 2.09 CHF 450'000 100'000 450'000 100'000 924'058 CHF 206'346 CHF 99.17% 99.17%
12.07.2024 0.49% 2.06 CHF 2.07 CHF 450'000 100'000 450'000 100'000 920'846 CHF 205'632 CHF 99.17% 99.17%
11.07.2024 0.48% 2.02 CHF 2.03 CHF 450'000 100'000 450'000 100'000 934'491 CHF 208'665 CHF 99.17% 99.17%
10.07.2024 0.46% 2.14 CHF 2.15 CHF 450'000 100'000 450'000 100'000 978'878 CHF 218'528 CHF 99.16% 99.16%
09.07.2024 0.47% 2.19 CHF 2.20 CHF 450'000 100'000 450'000 100'000 956'195 CHF 213'488 CHF 99.17% 99.17%
08.07.2024 0.45% 2.22 CHF 2.23 CHF 450'000 100'000 450'000 100'000 992'058 CHF 221'457 CHF 99.16% 99.16%
05.07.2024 0.45% 2.21 CHF 2.22 CHF 450'000 100'000 450'000 100'000 993'818 CHF 221'848 CHF 99.15% 99.15%
04.07.2024 0.45% 2.22 CHF 2.23 CHF 450'000 100'000 450'000 100'000 1'006'130 CHF 224'585 CHF 99.17% 99.17%
03.07.2024 0.44% 2.26 CHF 2.27 CHF 450'000 100'000 450'000 100'000 1'016'050 CHF 226'789 CHF 99.17% 99.17%
02.07.2024 0.41% 2.39 CHF 2.40 CHF 450'000 100'000 450'000 100'000 1'093'470 CHF 243'994 CHF 99.16% 99.16%

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