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 0.79% 1.24 CHF 1.25 CHF 450'000 150'000 450'000 150'000 564'850 CHF 189'783 CHF 93.34% 93.34%
12.07.2024 0.84% 1.22 CHF 1.23 CHF 450'000 150'000 450'000 150'000 530'686 CHF 178'395 CHF 94.57% 94.57%
11.07.2024 0.92% 1.13 CHF 1.14 CHF 450'000 150'000 450'000 150'000 484'591 CHF 163'030 CHF 90.56% 90.56%
10.07.2024 0.99% 1.05 CHF 1.06 CHF 450'000 150'000 450'000 150'000 454'444 CHF 152'981 CHF 87.14% 87.14%
09.07.2024 1.01% 0.96 CHF 0.97 CHF 450'000 150'000 450'000 150'000 443'309 CHF 149'270 CHF 84.44% 84.44%
08.07.2024 0.96% 1.01 CHF 1.02 CHF 450'000 150'000 450'000 150'000 466'225 CHF 156'908 CHF 85.97% 85.97%
05.07.2024 0.95% 1.03 CHF 1.04 CHF 450'000 150'000 450'000 150'000 472'453 CHF 158'984 CHF 91.18% 91.18%
04.07.2024 1.01% 1.01 CHF 1.02 CHF 450'000 150'000 450'000 150'000 443'299 CHF 149'266 CHF 80.02% 80.02%
03.07.2024 1.00% 0.99 CHF 1.00 CHF 450'000 150'000 450'000 150'000 446'092 CHF 150'197 CHF 91.72% 91.72%
02.07.2024 1.08% 0.94 CHF 0.95 CHF 450'000 150'000 450'000 150'000 415'467 CHF 139'989 CHF 96.55% 96.55%

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