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 0.41% 2.43 CHF 2.44 CHF 450'000 150'000 450'000 150'000 1'102'880 CHF 369'128 CHF 98.51% 98.51%
12.07.2024 0.41% 2.51 CHF 2.52 CHF 450'000 150'000 450'000 150'000 1'082'670 CHF 362'389 CHF 98.78% 98.78%
11.07.2024 0.43% 2.36 CHF 2.37 CHF 450'000 150'000 450'000 150'000 1'046'720 CHF 350'406 CHF 98.61% 98.61%
10.07.2024 0.44% 2.31 CHF 2.32 CHF 450'000 150'000 450'000 150'000 1'018'940 CHF 341'148 CHF 98.83% 98.83%
09.07.2024 0.44% 2.21 CHF 2.22 CHF 450'000 150'000 450'000 150'000 1'019'250 CHF 341'250 CHF 98.76% 98.76%
08.07.2024 0.43% 2.33 CHF 2.34 CHF 450'000 150'000 450'000 150'000 1'051'330 CHF 351'942 CHF 98.75% 98.75%
05.07.2024 0.42% 2.33 CHF 2.34 CHF 450'000 150'000 450'000 150'000 1'067'530 CHF 357'342 CHF 98.75% 98.75%
04.07.2024 0.43% 2.34 CHF 2.35 CHF 450'000 150'000 450'000 150'000 1'045'640 CHF 350'048 CHF 98.70% 98.70%
03.07.2024 0.43% 2.32 CHF 2.33 CHF 450'000 150'000 450'000 150'000 1'032'890 CHF 345'798 CHF 98.81% 98.81%
02.07.2024 0.44% 2.27 CHF 2.28 CHF 450'000 150'000 450'000 150'000 1'020'600 CHF 341'702 CHF 98.78% 98.78%

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