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 0.21% 4.76 CHF 4.77 CHF 250'000 100'000 250'000 100'000 1'188'730 CHF 476'491 CHF 99.37% 99.37%
12.07.2024 0.21% 4.72 CHF 4.73 CHF 250'000 100'000 250'000 100'000 1'165'260 CHF 467'104 CHF 99.38% 99.38%
11.07.2024 0.22% 4.63 CHF 4.64 CHF 250'000 100'000 250'000 100'000 1'145'590 CHF 459'235 CHF 99.37% 99.37%
10.07.2024 0.22% 4.49 CHF 4.50 CHF 250'000 100'000 250'000 100'000 1'115'870 CHF 447'346 CHF 99.36% 99.36%
09.07.2024 0.22% 4.49 CHF 4.50 CHF 250'000 100'000 250'000 100'000 1'138'640 CHF 456'456 CHF 99.38% 99.38%
08.07.2024 0.22% 4.55 CHF 4.56 CHF 250'000 100'000 250'000 100'000 1'134'740 CHF 454'894 CHF 99.37% 99.37%
05.07.2024 0.22% 4.41 CHF 4.42 CHF 250'000 100'000 250'000 100'000 1'117'980 CHF 448'193 CHF 99.14% 99.14%
04.07.2024 0.22% 4.46 CHF 4.47 CHF 250'000 100'000 250'000 100'000 1'110'420 CHF 445'168 CHF 99.38% 99.38%
03.07.2024 0.23% 4.36 CHF 4.37 CHF 250'000 100'000 250'000 100'000 1'079'810 CHF 432'922 CHF 99.37% 99.37%
02.07.2024 0.24% 4.25 CHF 4.26 CHF 250'000 100'000 250'000 100'000 1'049'600 CHF 420'839 CHF 99.38% 99.38%

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