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 0.57% 1.71 CHF 1.72 CHF 450'000 150'000 450'000 150'000 794'196 CHF 266'232 CHF 99.61% 99.61%
12.07.2024 0.60% 1.76 CHF 1.77 CHF 450'000 150'000 450'000 150'000 751'110 CHF 251'870 CHF 99.39% 99.39%
11.07.2024 0.57% 1.69 CHF 1.70 CHF 450'000 150'000 450'000 150'000 794'004 CHF 266'168 CHF 99.06% 99.06%
10.07.2024 0.60% 1.73 CHF 1.74 CHF 450'000 150'000 450'000 150'000 749'514 CHF 251'338 CHF 99.59% 99.59%
09.07.2024 0.59% 1.66 CHF 1.67 CHF 450'000 150'000 450'000 150'000 765'186 CHF 256'562 CHF 99.55% 99.55%
08.07.2024 0.57% 1.72 CHF 1.73 CHF 450'000 150'000 450'000 150'000 780'893 CHF 261'798 CHF 99.57% 99.57%
05.07.2024 0.58% 1.70 CHF 1.71 CHF 450'000 150'000 450'000 150'000 769'530 CHF 258'010 CHF 99.53% 99.53%
04.07.2024 0.59% 1.66 CHF 1.67 CHF 450'000 150'000 450'000 150'000 755'300 CHF 253'267 CHF 99.57% 99.57%
03.07.2024 0.60% 1.67 CHF 1.68 CHF 450'000 150'000 450'000 150'000 750'699 CHF 251'733 CHF 99.52% 99.52%
02.07.2024 0.66% 1.57 CHF 1.58 CHF 450'000 150'000 450'000 150'000 683'743 CHF 229'414 CHF 99.57% 99.57%

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