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 0.58% 1.71 CHF 1.72 CHF 160'000 160'000 159'557 159'557 274'063 CHF 275'658 CHF 99.95% 99.95%
12.07.2024 0.58% 1.73 CHF 1.74 CHF 160'000 160'000 159'340 159'340 274'609 CHF 276'203 CHF 99.94% 99.94%
11.07.2024 0.58% 1.73 CHF 1.74 CHF 160'000 160'000 159'300 159'300 275'714 CHF 277'308 CHF 99.84% 99.84%
10.07.2024 0.57% 1.75 CHF 1.76 CHF 160'000 160'000 159'341 159'341 276'458 CHF 278'052 CHF 100.00% 100.00%
09.07.2024 0.58% 1.73 CHF 1.74 CHF 160'000 160'000 159'499 159'499 276'222 CHF 277'817 CHF 99.90% 99.90%
08.07.2024 0.56% 1.77 CHF 1.78 CHF 160'000 160'000 158'357 158'357 284'158 CHF 285'741 CHF 100.00% 100.00%
05.07.2024 0.54% 1.80 CHF 1.81 CHF 156'000 156'000 155'583 155'583 285'114 CHF 286'670 CHF 99.86% 99.86%
04.07.2024 0.54% 1.85 CHF 1.86 CHF 156'000 156'000 155'357 155'357 287'121 CHF 288'675 CHF 100.00% 100.00%
03.07.2024 0.55% 1.84 CHF 1.85 CHF 156'000 156'000 155'412 155'412 282'566 CHF 284'120 CHF 99.32% 99.32%
02.07.2024 0.58% 1.71 CHF 1.72 CHF 164'000 164'000 160'986 160'986 275'344 CHF 276'954 CHF 100.00% 100.00%

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