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 0.84% 1.21 CHF 1.22 CHF 200'000 200'000 88'810 88'810 107'346 CHF 108'236 CHF 99.99% 99.99%
12.07.2024 0.87% 1.21 CHF 1.22 CHF 200'000 200'000 86'695 86'695 103'298 CHF 104'175 CHF 100.00% 100.00%
11.07.2024 0.81% 1.22 CHF 1.23 CHF 200'000 200'000 88'681 88'681 110'629 CHF 111'518 CHF 100.00% 100.00%
10.07.2024 0.80% 1.28 CHF 1.29 CHF 205'000 205'000 91'700 91'700 117'333 CHF 118'254 CHF 99.90% 99.90%
09.07.2024 0.97% 1.29 CHF 1.30 CHF 210'000 210'000 89'157 89'157 114'941 CHF 115'874 CHF 99.65% 99.65%
08.07.2024 0.85% 1.30 CHF 1.31 CHF 210'000 210'000 91'238 91'238 117'029 CHF 117'970 CHF 99.31% 99.31%
05.07.2024 0.79% 1.30 CHF 1.31 CHF 210'000 210'000 93'270 93'270 120'218 CHF 121'154 CHF 99.90% 99.90%
04.07.2024 0.78% 1.29 CHF 1.30 CHF 82'000 82'000 66'095 66'095 84'933 CHF 85'594 CHF 99.64% 99.64%
03.07.2024 0.88% 1.30 CHF 1.31 CHF 210'000 210'000 87'261 87'261 113'452 CHF 114'390 CHF 100.00% 100.00%
02.07.2024 0.78% 1.33 CHF 1.34 CHF 210'000 210'000 93'645 93'645 124'026 CHF 124'971 CHF 100.00% 100.00%

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