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 0.50% 1.98 CHF 1.99 CHF 600'000 200'000 600'000 200'000 1'193'090 CHF 399'697 CHF 98.76% 98.76%
12.07.2024 0.51% 2.00 CHF 2.01 CHF 600'000 200'000 600'000 200'000 1'163'680 CHF 389'894 CHF 98.85% 98.85%
11.07.2024 0.52% 1.95 CHF 1.96 CHF 600'000 200'000 600'000 200'000 1'159'540 CHF 388'514 CHF 98.82% 98.82%
10.07.2024 0.52% 1.92 CHF 1.93 CHF 600'000 200'000 600'000 200'000 1'148'680 CHF 384'895 CHF 98.74% 98.74%
09.07.2024 0.51% 1.89 CHF 1.90 CHF 600'000 200'000 600'000 200'000 1'164'040 CHF 390'014 CHF 98.73% 98.73%
08.07.2024 0.50% 1.97 CHF 1.98 CHF 600'000 200'000 600'000 200'000 1'203'000 CHF 403'001 CHF 98.79% 98.79%
05.07.2024 0.50% 1.99 CHF 2.00 CHF 600'000 200'000 600'000 200'000 1'208'120 CHF 404'705 CHF 98.81% 98.81%
04.07.2024 0.51% 1.95 CHF 1.96 CHF 600'000 200'000 600'000 200'000 1'172'820 CHF 392'940 CHF 98.76% 98.76%
03.07.2024 0.51% 1.96 CHF 1.97 CHF 600'000 200'000 600'000 200'000 1'166'140 CHF 390'712 CHF 98.77% 98.77%
02.07.2024 0.53% 1.90 CHF 1.91 CHF 600'000 200'000 600'000 200'000 1'132'060 CHF 379'354 CHF 98.73% 98.73%

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