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 0.59% 1.68 CHF 1.69 CHF 500'000 100'000 500'000 100'000 850'093 CHF 171'019 CHF 99.27% 99.27%
12.07.2024 0.61% 1.70 CHF 1.71 CHF 500'000 100'000 500'000 100'000 823'549 CHF 165'710 CHF 99.27% 99.27%
11.07.2024 0.62% 1.62 CHF 1.63 CHF 500'000 100'000 500'000 100'000 807'353 CHF 162'471 CHF 99.26% 99.26%
10.07.2024 0.63% 1.59 CHF 1.60 CHF 500'000 100'000 500'000 100'000 788'940 CHF 158'788 CHF 99.27% 99.27%
09.07.2024 0.64% 1.57 CHF 1.58 CHF 500'000 100'000 500'000 100'000 782'544 CHF 157'509 CHF 99.27% 99.27%
08.07.2024 0.64% 1.56 CHF 1.57 CHF 500'000 100'000 500'000 100'000 778'254 CHF 156'651 CHF 99.25% 99.25%
05.07.2024 0.63% 1.58 CHF 1.59 CHF 500'000 100'000 500'000 100'000 788'780 CHF 158'756 CHF 99.27% 99.27%
04.07.2024 0.65% 1.55 CHF 1.56 CHF 500'000 100'000 500'000 100'000 764'936 CHF 153'987 CHF 99.27% 99.27%
03.07.2024 0.69% 1.48 CHF 1.49 CHF 500'000 100'000 500'000 100'000 723'797 CHF 145'759 CHF 99.27% 99.27%
02.07.2024 0.72% 1.44 CHF 1.45 CHF 500'000 100'000 500'000 100'000 694'739 CHF 139'948 CHF 99.27% 99.27%

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