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 0.84% 1.16 CHF 1.17 CHF 300'000 100'000 300'000 100'000 356'091 CHF 119'697 CHF 92.11% 92.11%
12.07.2024 0.83% 1.21 CHF 1.22 CHF 300'000 100'000 300'000 100'000 360'444 CHF 121'148 CHF 93.99% 93.99%
11.07.2024 0.85% 1.19 CHF 1.20 CHF 300'000 100'000 300'000 100'000 352'734 CHF 118'578 CHF 93.66% 93.66%
10.07.2024 0.85% 1.18 CHF 1.19 CHF 300'000 100'000 300'000 100'000 352'534 CHF 118'511 CHF 87.74% 87.74%
09.07.2024 0.87% 1.15 CHF 1.16 CHF 300'000 100'000 300'000 100'000 344'963 CHF 115'988 CHF 93.79% 93.79%
08.07.2024 0.84% 1.18 CHF 1.19 CHF 300'000 100'000 300'000 100'000 355'504 CHF 119'501 CHF 89.68% 89.68%
05.07.2024 0.83% 1.18 CHF 1.19 CHF 300'000 100'000 300'000 100'000 358'787 CHF 120'596 CHF 98.72% 98.72%
04.07.2024 0.87% 1.14 CHF 1.15 CHF 300'000 100'000 300'000 100'000 341'418 CHF 114'806 CHF 86.01% 86.01%
03.07.2024 0.89% 1.13 CHF 1.14 CHF 300'000 100'000 300'000 100'000 336'620 CHF 113'207 CHF 94.48% 94.48%
02.07.2024 0.91% 1.10 CHF 1.11 CHF 300'000 100'000 300'000 100'000 327'617 CHF 110'206 CHF 95.02% 95.02%

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