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 0.38% 2.69 CHF 2.70 CHF 300'000 300'000 300'000 300'000 788'331 CHF 791'331 CHF 99.04% 99.04%
12.07.2024 0.38% 2.67 CHF 2.68 CHF 300'000 300'000 300'000 300'000 793'432 CHF 796'432 CHF 74.81% 74.81%
11.07.2024 0.37% 2.83 CHF 2.84 CHF 300'000 300'000 300'000 300'000 812'294 CHF 815'294 CHF 69.41% 69.41%
10.07.2024 0.37% 2.68 CHF 2.69 CHF 300'000 300'000 300'000 300'000 808'942 CHF 811'942 CHF 94.89% 94.89%
09.07.2024 0.37% 2.62 CHF 2.63 CHF 300'000 300'000 300'000 300'000 810'084 CHF 813'084 CHF 99.44% 99.44%
08.07.2024 0.37% 2.70 CHF 2.71 CHF 300'000 300'000 300'000 300'000 810'719 CHF 813'719 CHF 99.81% 99.81%
05.07.2024 0.38% 2.74 CHF 2.75 CHF 300'000 300'000 300'000 300'000 788'162 CHF 791'162 CHF 74.23% 74.23%
04.07.2024 0.39% 2.58 CHF 2.59 CHF 300'000 300'000 300'000 300'000 772'295 CHF 775'295 CHF 99.81% 99.81%
03.07.2024 0.39% 2.61 CHF 2.62 CHF 300'000 300'000 300'000 300'000 765'676 CHF 768'676 CHF 99.09% 99.09%
02.07.2024 0.42% 2.43 CHF 2.44 CHF 300'000 300'000 300'000 300'000 710'060 CHF 713'060 CHF 99.81% 99.81%

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