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 0.65% 1.47 CHF 1.48 CHF 450'000 150'000 450'000 150'000 687'264 CHF 230'588 CHF 99.38% 99.38%
12.07.2024 0.70% 1.52 CHF 1.53 CHF 450'000 150'000 450'000 150'000 644'689 CHF 216'396 CHF 99.43% 99.43%
11.07.2024 0.65% 1.46 CHF 1.47 CHF 450'000 150'000 450'000 150'000 686'955 CHF 230'485 CHF 99.01% 99.01%
10.07.2024 0.70% 1.49 CHF 1.50 CHF 450'000 150'000 450'000 150'000 643'318 CHF 215'939 CHF 99.59% 99.59%
09.07.2024 0.68% 1.42 CHF 1.43 CHF 450'000 150'000 450'000 150'000 658'884 CHF 221'128 CHF 99.53% 99.53%
08.07.2024 0.66% 1.48 CHF 1.49 CHF 450'000 150'000 450'000 150'000 674'714 CHF 226'405 CHF 99.57% 99.57%
05.07.2024 0.68% 1.46 CHF 1.47 CHF 450'000 150'000 450'000 150'000 663'109 CHF 222'536 CHF 99.53% 99.53%
04.07.2024 0.69% 1.43 CHF 1.44 CHF 450'000 150'000 450'000 150'000 649'501 CHF 218'000 CHF 99.57% 99.57%
03.07.2024 0.70% 1.43 CHF 1.44 CHF 450'000 150'000 450'000 150'000 644'754 CHF 216'418 CHF 99.51% 99.51%
02.07.2024 0.77% 1.33 CHF 1.34 CHF 450'000 150'000 450'000 150'000 579'348 CHF 194'616 CHF 99.54% 99.54%

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