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
12.07.2024 0.94% 1.09 CHF 1.10 CHF 100'000 100'000 100'000 100'000 105'700 CHF 106'700 CHF 99.01% 99.01%
11.07.2024 1.00% 1.00 CHF 1.01 CHF 100'000 100'000 100'000 100'000 99'419 CHF 100'419 CHF 99.08% 99.08%
10.07.2024 1.14% 0.94 CHF 0.95 CHF 100'000 100'000 100'000 100'000 87'306 CHF 88'306 CHF 100.00% 100.00%
09.07.2024 1.91% 0.82 CHF 0.83 CHF 100'000 100'000 60'686 60'686 50'530 CHF 51'447 CHF 100.00% 100.00%
08.07.2024 1.25% 0.79 CHF 0.80 CHF 100'000 100'000 100'000 100'000 79'461 CHF 80'461 CHF 99.36% 99.36%
05.07.2024 1.18% 0.80 CHF 0.81 CHF 100'000 100'000 100'000 100'000 84'059 CHF 85'059 CHF 98.26% 98.26%
04.07.2024 2.47% 0.79 CHF 0.80 CHF 100'000 100'000 53'687 53'687 40'784 CHF 41'767 CHF 99.37% 99.37%
03.07.2024 1.12% 0.87 CHF 0.88 CHF 100'000 100'000 100'000 100'000 88'745 CHF 89'745 CHF 100.00% 100.00%
02.07.2024 1.09% 0.93 CHF 0.94 CHF 100'000 100'000 100'000 100'000 91'020 CHF 92'020 CHF 99.84% 99.84%
01.07.2024 1.04% 0.97 CHF 0.98 CHF 100'000 100'000 100'000 100'000 95'218 CHF 96'218 CHF 80.98% 80.98%

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