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 0.73% 1.40 CHF 1.41 CHF 450'000 100'000 450'000 100'000 615'173 CHF 137'705 CHF 99.17% 99.17%
12.07.2024 0.73% 1.37 CHF 1.38 CHF 450'000 100'000 450'000 100'000 612'237 CHF 137'053 CHF 99.17% 99.17%
11.07.2024 0.72% 1.34 CHF 1.35 CHF 450'000 100'000 450'000 100'000 625'641 CHF 140'031 CHF 99.16% 99.16%
10.07.2024 0.67% 1.45 CHF 1.46 CHF 450'000 100'000 450'000 100'000 669'929 CHF 149'873 CHF 99.16% 99.16%
09.07.2024 0.69% 1.50 CHF 1.51 CHF 450'000 100'000 450'000 100'000 647'396 CHF 144'866 CHF 99.17% 99.17%
08.07.2024 0.66% 1.54 CHF 1.55 CHF 450'000 100'000 450'000 100'000 683'531 CHF 152'896 CHF 99.15% 99.15%
05.07.2024 0.66% 1.52 CHF 1.53 CHF 450'000 100'000 450'000 100'000 684'813 CHF 153'181 CHF 99.16% 99.16%
04.07.2024 0.64% 1.54 CHF 1.55 CHF 450'000 100'000 450'000 100'000 697'123 CHF 155'916 CHF 99.17% 99.17%
03.07.2024 0.63% 1.58 CHF 1.59 CHF 450'000 100'000 450'000 100'000 707'355 CHF 158'190 CHF 99.17% 99.17%
02.07.2024 0.57% 1.70 CHF 1.71 CHF 450'000 100'000 450'000 100'000 784'754 CHF 175'390 CHF 99.16% 99.16%

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