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 1.27% 1.83 CHF 1.85 CHF 100'000 100'000 100'000 100'000 187'843 CHF 190'238 CHF 89.97% 89.97%
12.07.2024 1.30% 1.85 CHF 1.87 CHF 100'000 100'000 100'000 100'000 185'469 CHF 187'897 CHF 87.00% 87.00%
11.07.2024 1.31% 1.85 CHF 1.87 CHF 100'000 100'000 100'000 100'000 188'407 CHF 190'889 CHF 91.65% 91.65%
10.07.2024 0.79% 1.82 CHF 1.83 CHF 100'000 100'000 100'000 100'000 179'335 CHF 180'759 CHF 99.39% 99.39%
09.07.2024 1.26% 1.76 CHF 1.77 CHF 100'000 100'000 59'456 59'456 105'207 CHF 106'469 CHF 97.90% 97.90%
08.07.2024 0.82% 1.75 CHF 1.76 CHF 100'000 100'000 100'000 100'000 173'674 CHF 175'107 CHF 99.70% 99.70%
05.07.2024 0.84% 1.68 CHF 1.69 CHF 100'000 100'000 100'000 100'000 171'021 CHF 172'457 CHF 99.01% 99.01%
04.07.2024 0.83% 1.77 CHF 1.79 CHF 100'000 100'000 100'000 100'000 177'020 CHF 178'489 CHF 99.58% 99.58%
03.07.2024 0.85% 1.73 CHF 1.74 CHF 100'000 100'000 100'000 99'948 172'138 CHF 173'510 CHF 99.48% 99.49%
02.07.2024 0.80% 1.79 CHF 1.80 CHF 100'000 100'000 100'000 100'000 178'737 CHF 180'182 CHF 98.19% 98.19%

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