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 0.59% 1.72 CHF 1.73 CHF 450'000 100'000 450'000 100'000 760'109 CHF 169'913 CHF 99.17% 99.17%
12.07.2024 0.59% 1.70 CHF 1.71 CHF 450'000 100'000 450'000 100'000 757'216 CHF 169'270 CHF 99.17% 99.17%
11.07.2024 0.58% 1.66 CHF 1.67 CHF 450'000 100'000 450'000 100'000 771'079 CHF 172'351 CHF 99.16% 99.16%
10.07.2024 0.55% 1.78 CHF 1.79 CHF 450'000 100'000 450'000 100'000 814'894 CHF 182'087 CHF 99.16% 99.16%
09.07.2024 0.57% 1.82 CHF 1.83 CHF 450'000 100'000 450'000 100'000 793'089 CHF 177'242 CHF 99.17% 99.17%
08.07.2024 0.54% 1.86 CHF 1.87 CHF 450'000 100'000 450'000 100'000 828'310 CHF 185'069 CHF 99.15% 99.15%
05.07.2024 0.54% 1.85 CHF 1.86 CHF 450'000 100'000 450'000 100'000 830'452 CHF 185'545 CHF 99.16% 99.16%
04.07.2024 0.53% 1.86 CHF 1.87 CHF 450'000 100'000 450'000 100'000 842'643 CHF 188'254 CHF 99.17% 99.17%
03.07.2024 0.53% 1.90 CHF 1.91 CHF 450'000 100'000 450'000 100'000 852'419 CHF 190'426 CHF 99.16% 99.16%
02.07.2024 0.48% 2.03 CHF 2.04 CHF 450'000 100'000 450'000 100'000 930'094 CHF 207'687 CHF 99.17% 99.17%

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