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 0.63% 1.57 CHF 1.58 CHF 450'000 150'000 450'000 150'000 712'835 CHF 239'112 CHF 98.73% 98.73%
12.07.2024 0.64% 1.62 CHF 1.63 CHF 450'000 150'000 450'000 150'000 696'084 CHF 233'528 CHF 98.81% 98.81%
11.07.2024 0.64% 1.54 CHF 1.55 CHF 450'000 150'000 450'000 150'000 697'283 CHF 233'928 CHF 98.84% 98.84%
10.07.2024 0.65% 1.54 CHF 1.55 CHF 450'000 150'000 450'000 150'000 686'722 CHF 230'407 CHF 98.75% 98.75%
09.07.2024 0.65% 1.48 CHF 1.49 CHF 450'000 150'000 450'000 150'000 690'918 CHF 231'806 CHF 98.78% 98.78%
08.07.2024 0.63% 1.56 CHF 1.57 CHF 450'000 150'000 450'000 150'000 715'848 CHF 240'116 CHF 98.81% 98.81%
05.07.2024 0.63% 1.60 CHF 1.61 CHF 450'000 150'000 450'000 150'000 715'682 CHF 240'061 CHF 98.74% 98.74%
04.07.2024 0.67% 1.51 CHF 1.52 CHF 450'000 150'000 450'000 150'000 673'419 CHF 225'973 CHF 98.78% 98.78%
03.07.2024 0.68% 1.47 CHF 1.48 CHF 450'000 150'000 450'000 150'000 663'518 CHF 222'673 CHF 98.82% 98.82%
02.07.2024 0.70% 1.42 CHF 1.43 CHF 450'000 150'000 450'000 150'000 638'099 CHF 214'200 CHF 98.72% 98.72%

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