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 0.67% 1.57 CHF 1.58 CHF 300'000 300'000 164'933 164'933 255'245 CHF 256'901 CHF 97.02% 97.02%
12.07.2024 0.72% 1.49 CHF 1.50 CHF 300'000 300'000 172'853 172'853 247'076 CHF 248'812 CHF 99.99% 99.99%
11.07.2024 0.70% 1.38 CHF 1.39 CHF 310'000 310'000 163'585 163'585 241'746 CHF 243'395 CHF 99.98% 99.98%
10.07.2024 0.71% 1.47 CHF 1.48 CHF 300'000 300'000 163'704 163'704 237'534 CHF 239'179 CHF 99.90% 99.90%
09.07.2024 0.74% 1.40 CHF 1.41 CHF 310'000 310'000 173'543 173'543 243'973 CHF 245'719 CHF 99.43% 99.43%
08.07.2024 0.75% 1.37 CHF 1.38 CHF 310'000 310'000 173'283 173'283 237'573 CHF 239'316 CHF 100.00% 100.00%
05.07.2024 0.80% 1.33 CHF 1.34 CHF 310'000 310'000 174'695 174'695 225'485 CHF 227'238 CHF 99.35% 99.35%
04.07.2024 0.79% 1.26 CHF 1.27 CHF 160'000 160'000 143'958 143'958 181'878 CHF 183'318 CHF 99.43% 99.43%
03.07.2024 0.83% 1.25 CHF 1.26 CHF 320'000 320'000 174'883 174'883 216'968 CHF 218'723 CHF 98.27% 98.27%
02.07.2024 0.88% 1.25 CHF 1.26 CHF 320'000 320'000 178'501 178'501 210'709 CHF 212'501 CHF 99.70% 99.70%

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