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 0.52% 2.00 CHF 2.01 CHF 290'000 290'000 162'907 162'907 322'061 CHF 323'697 CHF 96.63% 96.63%
12.07.2024 0.56% 1.92 CHF 1.93 CHF 290'000 290'000 162'996 162'996 302'811 CHF 304'448 CHF 99.99% 99.99%
11.07.2024 0.54% 1.81 CHF 1.82 CHF 300'000 300'000 162'927 162'927 310'602 CHF 312'245 CHF 99.99% 99.99%
10.07.2024 0.55% 1.90 CHF 1.91 CHF 290'000 290'000 161'594 161'594 303'841 CHF 305'465 CHF 99.90% 99.90%
09.07.2024 0.56% 1.83 CHF 1.84 CHF 300'000 300'000 163'718 163'718 300'354 CHF 302'001 CHF 99.43% 99.43%
08.07.2024 0.57% 1.80 CHF 1.81 CHF 300'000 300'000 164'321 164'321 295'279 CHF 296'932 CHF 100.00% 100.00%
05.07.2024 0.60% 1.76 CHF 1.77 CHF 300'000 300'000 172'562 172'562 296'131 CHF 297'863 CHF 99.34% 99.34%
04.07.2024 0.59% 1.69 CHF 1.70 CHF 160'000 160'000 143'928 143'928 243'176 CHF 244'615 CHF 99.25% 99.25%
03.07.2024 0.62% 1.68 CHF 1.69 CHF 310'000 310'000 171'967 171'967 286'506 CHF 288'233 CHF 97.55% 97.55%
02.07.2024 0.65% 1.67 CHF 1.68 CHF 310'000 310'000 173'868 173'868 279'203 CHF 280'948 CHF 99.85% 99.85%

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