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 0.44% 2.28 CHF 2.29 CHF 300'000 100'000 300'000 100'000 680'673 CHF 227'891 CHF 99.17% 99.17%
12.07.2024 0.43% 2.30 CHF 2.31 CHF 300'000 100'000 300'000 100'000 691'420 CHF 231'473 CHF 99.24% 99.24%
11.07.2024 0.45% 2.23 CHF 2.24 CHF 300'000 100'000 300'000 100'000 668'114 CHF 223'705 CHF 99.23% 99.23%
10.07.2024 0.44% 2.25 CHF 2.26 CHF 300'000 100'000 300'000 100'000 676'443 CHF 226'481 CHF 99.24% 99.24%
09.07.2024 0.44% 2.26 CHF 2.27 CHF 300'000 100'000 300'000 100'000 683'676 CHF 228'892 CHF 99.23% 99.23%
08.07.2024 0.41% 2.42 CHF 2.43 CHF 300'000 100'000 300'000 100'000 732'555 CHF 245'185 CHF 99.24% 99.24%
05.07.2024 0.40% 2.45 CHF 2.46 CHF 300'000 100'000 300'000 100'000 746'621 CHF 249'874 CHF 99.23% 99.23%
04.07.2024 0.40% 2.52 CHF 2.53 CHF 300'000 100'000 300'000 100'000 744'630 CHF 249'210 CHF 99.23% 99.23%
03.07.2024 0.41% 2.42 CHF 2.43 CHF 300'000 100'000 300'000 100'000 723'712 CHF 242'237 CHF 99.23% 99.23%
02.07.2024 0.43% 2.35 CHF 2.36 CHF 300'000 100'000 300'000 100'000 702'171 CHF 235'057 CHF 99.23% 99.23%

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