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 1.21% 0.83 CHF 0.84 CHF 250'000 100'000 250'000 100'000 206'020 CHF 83'408 CHF 99.37% 99.37%
12.07.2024 1.14% 0.85 CHF 0.86 CHF 250'000 100'000 250'000 100'000 217'926 CHF 88'171 CHF 99.38% 99.38%
11.07.2024 1.17% 0.86 CHF 0.87 CHF 250'000 100'000 250'000 100'000 213'951 CHF 86'580 CHF 98.89% 98.89%
10.07.2024 0.85% 1.18 CHF 1.19 CHF 250'000 100'000 250'000 100'000 292'894 CHF 118'158 CHF 99.36% 99.36%
09.07.2024 0.81% 1.21 CHF 1.22 CHF 250'000 100'000 250'000 100'000 307'936 CHF 124'174 CHF 99.38% 99.38%
08.07.2024 0.77% 1.26 CHF 1.27 CHF 250'000 100'000 250'000 100'000 321'572 CHF 129'629 CHF 99.38% 99.38%
05.07.2024 0.78% 1.26 CHF 1.27 CHF 250'000 100'000 250'000 100'000 318'384 CHF 128'354 CHF 98.76% 98.76%
04.07.2024 0.78% 1.25 CHF 1.26 CHF 250'000 100'000 250'000 100'000 318'767 CHF 128'507 CHF 99.15% 99.15%
03.07.2024 0.90% 1.14 CHF 1.15 CHF 250'000 100'000 250'000 100'000 275'741 CHF 111'296 CHF 99.38% 99.38%
02.07.2024 1.00% 1.00 CHF 1.01 CHF 250'000 100'000 250'000 100'000 248'350 CHF 100'340 CHF 99.38% 99.38%

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