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 0.23% 4.39 CHF 4.40 CHF 450'000 150'000 450'000 150'000 1'913'450 CHF 639'317 CHF 99.15% 99.15%
12.07.2024 0.23% 4.28 CHF 4.29 CHF 450'000 150'000 450'000 150'000 1'930'420 CHF 644'974 CHF 99.23% 99.23%
11.07.2024 0.22% 4.33 CHF 4.34 CHF 450'000 150'000 450'000 150'000 2'014'620 CHF 673'040 CHF 98.54% 98.54%
10.07.2024 0.22% 4.50 CHF 4.51 CHF 450'000 150'000 450'000 150'000 2'063'920 CHF 689'473 CHF 99.23% 99.23%
09.07.2024 0.22% 4.66 CHF 4.67 CHF 450'000 150'000 450'000 150'000 2'076'460 CHF 693'652 CHF 99.22% 99.22%
08.07.2024 0.22% 4.59 CHF 4.60 CHF 450'000 150'000 450'000 150'000 2'070'670 CHF 691'723 CHF 99.20% 99.20%
05.07.2024 0.22% 4.66 CHF 4.67 CHF 450'000 150'000 450'000 150'000 2'057'710 CHF 687'404 CHF 99.20% 99.20%
04.07.2024 0.22% 4.57 CHF 4.58 CHF 450'000 150'000 450'000 150'000 2'051'320 CHF 685'273 CHF 99.23% 99.23%
03.07.2024 0.22% 4.55 CHF 4.56 CHF 450'000 150'000 450'000 150'000 2'050'520 CHF 685'006 CHF 99.22% 99.22%
02.07.2024 0.22% 4.56 CHF 4.57 CHF 450'000 150'000 450'000 150'000 2'020'360 CHF 674'952 CHF 99.23% 99.23%

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