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 0.30% 3.33 CHF 3.34 CHF 500'000 100'000 500'000 100'000 1'661'040 CHF 333'207 CHF 99.27% 99.27%
12.07.2024 0.31% 3.29 CHF 3.30 CHF 500'000 100'000 500'000 100'000 1'626'830 CHF 326'365 CHF 99.27% 99.27%
11.07.2024 0.30% 3.28 CHF 3.29 CHF 500'000 100'000 500'000 100'000 1'658'490 CHF 332'698 CHF 99.26% 99.26%
10.07.2024 0.31% 3.31 CHF 3.32 CHF 500'000 100'000 500'000 100'000 1'633'200 CHF 327'641 CHF 99.27% 99.27%
09.07.2024 0.30% 3.32 CHF 3.33 CHF 500'000 100'000 500'000 100'000 1'674'810 CHF 335'963 CHF 99.27% 99.27%
08.07.2024 0.30% 3.35 CHF 3.36 CHF 500'000 100'000 500'000 100'000 1'654'240 CHF 331'847 CHF 99.25% 99.25%
05.07.2024 0.30% 3.29 CHF 3.30 CHF 500'000 100'000 500'000 100'000 1'658'690 CHF 332'738 CHF 99.27% 99.27%
04.07.2024 0.30% 3.25 CHF 3.26 CHF 500'000 100'000 500'000 100'000 1'640'490 CHF 329'097 CHF 99.27% 99.27%
03.07.2024 0.30% 3.27 CHF 3.28 CHF 500'000 100'000 500'000 100'000 1'642'080 CHF 329'415 CHF 99.27% 99.27%
02.07.2024 0.31% 3.27 CHF 3.28 CHF 500'000 100'000 500'000 100'000 1'612'750 CHF 323'551 CHF 99.27% 99.27%

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