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 0.31% 3.22 CHF 3.23 CHF 500'000 100'000 500'000 100'000 1'606'720 CHF 322'345 CHF 99.26% 99.26%
12.07.2024 0.32% 3.19 CHF 3.20 CHF 500'000 100'000 500'000 100'000 1'572'150 CHF 315'430 CHF 99.27% 99.27%
11.07.2024 0.31% 3.17 CHF 3.18 CHF 500'000 100'000 500'000 100'000 1'604'510 CHF 321'902 CHF 99.26% 99.26%
10.07.2024 0.32% 3.20 CHF 3.21 CHF 500'000 100'000 500'000 100'000 1'579'080 CHF 316'817 CHF 99.27% 99.27%
09.07.2024 0.31% 3.21 CHF 3.22 CHF 500'000 100'000 500'000 100'000 1'620'660 CHF 325'132 CHF 99.27% 99.27%
08.07.2024 0.31% 3.24 CHF 3.25 CHF 500'000 100'000 500'000 100'000 1'599'750 CHF 320'950 CHF 99.25% 99.25%
05.07.2024 0.31% 3.19 CHF 3.20 CHF 500'000 100'000 500'000 100'000 1'604'040 CHF 321'808 CHF 99.27% 99.27%
04.07.2024 0.31% 3.14 CHF 3.15 CHF 500'000 100'000 500'000 100'000 1'585'860 CHF 318'171 CHF 99.27% 99.27%
03.07.2024 0.31% 3.16 CHF 3.17 CHF 500'000 100'000 500'000 100'000 1'587'620 CHF 318'523 CHF 99.27% 99.27%
02.07.2024 0.32% 3.16 CHF 3.17 CHF 500'000 100'000 500'000 100'000 1'558'690 CHF 312'738 CHF 99.27% 99.27%

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