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 0.57% 1.75 CHF 1.76 CHF 250'000 100'000 250'000 100'000 437'021 CHF 175'808 CHF 99.37% 99.37%
12.07.2024 0.57% 1.74 CHF 1.75 CHF 250'000 100'000 250'000 100'000 433'950 CHF 174'580 CHF 99.38% 99.38%
11.07.2024 0.57% 1.74 CHF 1.75 CHF 250'000 100'000 250'000 100'000 435'069 CHF 175'028 CHF 98.89% 98.89%
10.07.2024 0.60% 1.66 CHF 1.67 CHF 250'000 100'000 250'000 100'000 415'029 CHF 167'012 CHF 99.36% 99.36%
09.07.2024 0.61% 1.65 CHF 1.66 CHF 250'000 100'000 250'000 100'000 411'579 CHF 165'631 CHF 99.38% 99.38%
08.07.2024 0.61% 1.64 CHF 1.65 CHF 250'000 100'000 250'000 100'000 408'485 CHF 164'394 CHF 99.38% 99.38%
05.07.2024 0.61% 1.64 CHF 1.65 CHF 250'000 100'000 250'000 100'000 409'511 CHF 164'804 CHF 98.76% 98.76%
04.07.2024 0.61% 1.64 CHF 1.65 CHF 250'000 100'000 250'000 100'000 409'165 CHF 164'666 CHF 99.15% 99.15%
03.07.2024 0.60% 1.66 CHF 1.67 CHF 250'000 100'000 250'000 100'000 417'630 CHF 168'052 CHF 99.38% 99.38%
02.07.2024 0.59% 1.70 CHF 1.71 CHF 250'000 100'000 250'000 100'000 425'000 CHF 171'000 CHF 99.38% 99.38%

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