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 0.94% 1.06 CHF 1.07 CHF 250'000 100'000 250'000 100'000 265'299 CHF 107'120 CHF 99.37% 99.37%
12.07.2024 0.89% 1.09 CHF 1.10 CHF 250'000 100'000 250'000 100'000 279'604 CHF 112'841 CHF 99.38% 99.38%
11.07.2024 0.91% 1.11 CHF 1.12 CHF 250'000 100'000 250'000 100'000 274'960 CHF 110'984 CHF 98.89% 98.89%
10.07.2024 0.67% 1.49 CHF 1.50 CHF 250'000 100'000 250'000 100'000 369'390 CHF 148'756 CHF 99.36% 99.36%
09.07.2024 0.64% 1.52 CHF 1.53 CHF 250'000 100'000 250'000 100'000 387'920 CHF 156'168 CHF 99.38% 99.38%
08.07.2024 0.62% 1.58 CHF 1.59 CHF 250'000 100'000 250'000 100'000 404'034 CHF 162'614 CHF 99.38% 99.38%
05.07.2024 0.62% 1.59 CHF 1.60 CHF 250'000 100'000 250'000 100'000 399'804 CHF 160'921 CHF 98.76% 98.76%
04.07.2024 0.62% 1.58 CHF 1.59 CHF 250'000 100'000 250'000 100'000 400'747 CHF 161'299 CHF 99.15% 99.15%
03.07.2024 0.72% 1.42 CHF 1.43 CHF 250'000 100'000 250'000 100'000 345'170 CHF 139'068 CHF 99.38% 99.38%
02.07.2024 0.80% 1.25 CHF 1.26 CHF 250'000 100'000 250'000 100'000 310'685 CHF 125'274 CHF 99.38% 99.38%

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