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 0.82% 1.24 CHF 1.25 CHF 200'000 200'000 200'000 200'000 244'241 CHF 246'241 CHF 99.52% 99.52%
12.07.2024 0.81% 1.26 CHF 1.27 CHF 200'000 200'000 200'000 200'000 246'311 CHF 248'311 CHF 90.64% 90.64%
11.07.2024 0.86% 1.21 CHF 1.22 CHF 200'000 200'000 200'000 200'000 231'822 CHF 233'822 CHF 99.42% 99.42%
10.07.2024 0.88% 1.19 CHF 1.20 CHF 200'000 200'000 200'000 200'000 226'262 CHF 228'262 CHF 99.52% 99.52%
09.07.2024 0.90% 1.09 CHF 1.10 CHF 200'000 200'000 200'000 200'000 221'018 CHF 223'018 CHF 93.98% 93.98%
08.07.2024 0.74% 1.33 CHF 1.34 CHF 200'000 200'000 200'000 200'000 267'684 CHF 269'684 CHF 99.56% 99.56%
05.07.2024 0.72% 1.33 CHF 1.34 CHF 200'000 200'000 200'000 200'000 275'266 CHF 277'266 CHF 98.48% 98.48%
04.07.2024 0.73% 1.37 CHF 1.38 CHF 200'000 200'000 200'000 200'000 273'340 CHF 275'340 CHF 98.68% 98.68%
03.07.2024 0.75% 1.33 CHF 1.34 CHF 200'000 200'000 200'000 200'000 264'058 CHF 266'058 CHF 99.47% 99.47%
02.07.2024 0.81% 1.25 CHF 1.25 CHF 200'000 200'000 200'000 200'000 245'776 CHF 247'776 CHF 99.52% 99.52%

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