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 0.58% 1.68 CHF 1.69 CHF 250'000 100'000 250'000 100'000 430'586 CHF 173'234 CHF 99.37% 99.37%
12.07.2024 0.58% 1.75 CHF 1.76 CHF 250'000 100'000 250'000 100'000 427'378 CHF 171'951 CHF 99.38% 99.38%
11.07.2024 0.61% 1.71 CHF 1.72 CHF 250'000 100'000 250'000 100'000 411'580 CHF 165'632 CHF 99.37% 99.37%
10.07.2024 0.64% 1.57 CHF 1.58 CHF 250'000 100'000 250'000 100'000 389'001 CHF 156'600 CHF 99.36% 99.36%
09.07.2024 0.64% 1.52 CHF 1.53 CHF 250'000 100'000 250'000 100'000 392'335 CHF 157'934 CHF 99.37% 99.37%
08.07.2024 0.63% 1.56 CHF 1.57 CHF 250'000 100'000 250'000 100'000 392'562 CHF 158'025 CHF 99.37% 99.37%
05.07.2024 0.62% 1.57 CHF 1.58 CHF 250'000 100'000 250'000 100'000 403'004 CHF 162'202 CHF 99.14% 99.14%
04.07.2024 0.63% 1.60 CHF 1.61 CHF 250'000 100'000 250'000 100'000 397'093 CHF 159'837 CHF 99.38% 99.38%
03.07.2024 0.64% 1.56 CHF 1.57 CHF 250'000 100'000 250'000 100'000 390'504 CHF 157'201 CHF 99.38% 99.38%
02.07.2024 0.68% 1.49 CHF 1.50 CHF 250'000 100'000 250'000 100'000 368'848 CHF 148'539 CHF 99.38% 99.38%

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