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 0.85% 1.25 CHF 1.26 CHF 210'000 210'000 119'334 119'334 144'278 CHF 145'476 CHF 98.86% 98.86%
12.07.2024 1.01% 1.12 CHF 1.13 CHF 220'000 220'000 121'154 121'154 125'012 CHF 126'229 CHF 99.99% 99.99%
11.07.2024 0.93% 0.96 CHF 0.97 CHF 210'000 210'000 109'240 109'240 120'006 CHF 121'108 CHF 99.99% 99.99%
10.07.2024 0.99% 1.08 CHF 1.09 CHF 210'000 210'000 118'979 118'979 124'795 CHF 125'990 CHF 99.90% 99.90%
09.07.2024 1.05% 0.99 CHF 1.00 CHF 220'000 220'000 121'112 121'112 119'813 CHF 121'031 CHF 99.43% 99.43%
08.07.2024 1.08% 0.94 CHF 0.95 CHF 230'000 230'000 124'832 124'832 117'938 CHF 119'193 CHF 100.00% 100.00%
05.07.2024 1.26% 0.89 CHF 0.90 CHF 240'000 240'000 136'531 136'531 112'714 CHF 114'084 CHF 99.35% 99.35%
04.07.2024 1.26% 0.78 CHF 0.79 CHF 130'000 130'000 113'968 113'968 89'928 CHF 91'068 CHF 99.50% 99.50%
03.07.2024 1.36% 0.77 CHF 0.78 CHF 260'000 260'000 143'412 143'412 108'366 CHF 109'806 CHF 99.35% 99.35%
02.07.2024 1.53% 0.77 CHF 0.78 CHF 280'000 280'000 156'997 156'997 107'303 CHF 108'880 CHF 100.00% 100.00%

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