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 0.61% 1.61 CHF 1.62 CHF 500'000 100'000 500'000 100'000 812'737 CHF 163'547 CHF 99.27% 99.27%
12.07.2024 0.63% 1.63 CHF 1.64 CHF 500'000 100'000 500'000 100'000 794'684 CHF 159'937 CHF 99.27% 99.27%
11.07.2024 0.63% 1.60 CHF 1.61 CHF 500'000 100'000 500'000 100'000 796'712 CHF 160'342 CHF 99.27% 99.27%
10.07.2024 0.60% 1.59 CHF 1.60 CHF 500'000 100'000 500'000 100'000 829'717 CHF 166'943 CHF 99.27% 99.27%
09.07.2024 0.59% 1.72 CHF 1.73 CHF 500'000 100'000 500'000 100'000 851'237 CHF 171'247 CHF 99.27% 99.27%
08.07.2024 0.59% 1.69 CHF 1.70 CHF 500'000 100'000 500'000 100'000 841'645 CHF 169'329 CHF 99.25% 99.25%
05.07.2024 0.58% 1.71 CHF 1.72 CHF 500'000 100'000 500'000 100'000 854'710 CHF 171'942 CHF 99.27% 99.27%
04.07.2024 0.57% 1.76 CHF 1.77 CHF 500'000 100'000 500'000 100'000 871'600 CHF 175'320 CHF 99.27% 99.27%
03.07.2024 0.57% 1.74 CHF 1.75 CHF 500'000 100'000 500'000 100'000 873'432 CHF 175'686 CHF 99.27% 99.27%
02.07.2024 0.57% 1.71 CHF 1.72 CHF 500'000 100'000 500'000 100'000 870'746 CHF 175'149 CHF 99.27% 99.27%

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