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 0.53% 1.84 CHF 1.85 CHF 250'000 100'000 250'000 100'000 469'032 CHF 188'613 CHF 99.37% 99.37%
12.07.2024 0.53% 1.91 CHF 1.92 CHF 250'000 100'000 250'000 100'000 468'534 CHF 188'414 CHF 99.38% 99.38%
11.07.2024 0.55% 1.86 CHF 1.87 CHF 250'000 100'000 250'000 100'000 451'839 CHF 181'736 CHF 99.37% 99.37%
10.07.2024 0.57% 1.74 CHF 1.75 CHF 250'000 100'000 250'000 100'000 439'920 CHF 176'968 CHF 99.36% 99.36%
09.07.2024 0.54% 1.81 CHF 1.82 CHF 250'000 100'000 250'000 100'000 459'486 CHF 184'794 CHF 99.38% 99.38%
08.07.2024 0.54% 1.83 CHF 1.84 CHF 250'000 100'000 250'000 100'000 458'602 CHF 184'441 CHF 99.37% 99.37%
05.07.2024 0.55% 1.79 CHF 1.80 CHF 250'000 100'000 250'000 100'000 455'295 CHF 183'118 CHF 99.14% 99.14%
04.07.2024 0.55% 1.85 CHF 1.86 CHF 250'000 100'000 250'000 100'000 454'949 CHF 182'979 CHF 99.38% 99.38%
03.07.2024 0.55% 1.76 CHF 1.77 CHF 250'000 100'000 250'000 100'000 454'328 CHF 182'731 CHF 99.38% 99.38%
02.07.2024 0.57% 1.80 CHF 1.81 CHF 250'000 100'000 250'000 100'000 438'132 CHF 176'253 CHF 99.38% 99.38%

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