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 0.41% 2.43 CHF 2.44 CHF 450'000 100'000 450'000 100'000 1'090'460 CHF 243'325 CHF 99.37% 99.37%
12.07.2024 0.43% 2.39 CHF 2.40 CHF 450'000 100'000 450'000 100'000 1'049'130 CHF 234'139 CHF 99.38% 99.38%
11.07.2024 0.44% 2.30 CHF 2.31 CHF 450'000 100'000 450'000 100'000 1'014'520 CHF 226'448 CHF 98.49% 98.49%
10.07.2024 0.47% 2.17 CHF 2.18 CHF 450'000 100'000 450'000 100'000 962'598 CHF 214'911 CHF 99.38% 99.38%
09.07.2024 0.45% 2.17 CHF 2.18 CHF 450'000 100'000 450'000 100'000 1'003'180 CHF 223'930 CHF 99.38% 99.38%
08.07.2024 0.45% 2.22 CHF 2.23 CHF 450'000 100'000 450'000 100'000 996'011 CHF 222'336 CHF 99.38% 99.38%
05.07.2024 0.46% 2.09 CHF 2.10 CHF 450'000 100'000 450'000 100'000 966'231 CHF 215'718 CHF 99.38% 99.38%
04.07.2024 0.47% 2.13 CHF 2.14 CHF 450'000 100'000 450'000 100'000 952'219 CHF 212'604 CHF 98.59% 98.59%
03.07.2024 0.50% 2.03 CHF 2.04 CHF 450'000 100'000 450'000 100'000 897'790 CHF 200'509 CHF 99.37% 99.37%
02.07.2024 0.53% 1.93 CHF 1.94 CHF 450'000 100'000 450'000 100'000 846'668 CHF 189'148 CHF 99.37% 99.37%

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