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 0.70% 1.44 CHF 1.45 CHF 450'000 150'000 450'000 150'000 644'482 CHF 216'327 CHF 99.14% 99.14%
12.07.2024 0.70% 1.43 CHF 1.44 CHF 450'000 150'000 450'000 150'000 640'353 CHF 214'951 CHF 99.22% 99.22%
11.07.2024 0.66% 1.48 CHF 1.49 CHF 450'000 150'000 450'000 150'000 679'282 CHF 227'927 CHF 98.10% 98.10%
10.07.2024 0.65% 1.50 CHF 1.51 CHF 450'000 150'000 450'000 150'000 691'698 CHF 232'066 CHF 99.23% 99.23%
09.07.2024 0.65% 1.58 CHF 1.59 CHF 450'000 150'000 450'000 150'000 692'953 CHF 232'484 CHF 99.22% 99.22%
08.07.2024 0.65% 1.52 CHF 1.53 CHF 450'000 150'000 450'000 150'000 688'942 CHF 231'147 CHF 99.22% 99.22%
05.07.2024 0.64% 1.54 CHF 1.55 CHF 450'000 150'000 450'000 150'000 695'630 CHF 233'377 CHF 99.20% 99.20%
04.07.2024 0.65% 1.53 CHF 1.54 CHF 450'000 150'000 450'000 150'000 694'150 CHF 232'883 CHF 99.23% 99.23%
03.07.2024 0.63% 1.55 CHF 1.56 CHF 450'000 150'000 450'000 150'000 711'258 CHF 238'586 CHF 99.23% 99.23%
02.07.2024 0.65% 1.56 CHF 1.57 CHF 450'000 150'000 450'000 150'000 686'280 CHF 230'260 CHF 99.23% 99.23%

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