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 0.90% 1.17 CHF 1.18 CHF 295'000 295'000 163'475 163'475 185'849 CHF 187'486 CHF 99.08% 99.08%
12.07.2024 0.89% 1.14 CHF 1.15 CHF 300'000 300'000 164'020 164'020 186'372 CHF 188'016 CHF 99.09% 99.09%
11.07.2024 0.83% 1.15 CHF 1.16 CHF 295'000 295'000 160'406 160'406 194'150 CHF 195'758 CHF 99.21% 99.21%
10.07.2024 0.84% 1.22 CHF 1.23 CHF 290'000 290'000 159'611 159'611 193'668 CHF 195'268 CHF 99.83% 99.83%
09.07.2024 0.84% 1.21 CHF 1.22 CHF 290'000 290'000 159'651 159'651 193'194 CHF 194'794 CHF 99.82% 99.82%
08.07.2024 0.84% 1.20 CHF 1.21 CHF 290'000 290'000 161'459 161'459 194'212 CHF 195'829 CHF 99.34% 99.34%
05.07.2024 0.87% 1.22 CHF 1.23 CHF 290'000 290'000 161'583 161'583 189'295 CHF 190'913 CHF 99.38% 99.38%
04.07.2024 0.87% 1.15 CHF 1.16 CHF 148'000 148'000 132'073 132'073 151'468 CHF 152'789 CHF 99.94% 99.94%
03.07.2024 0.89% 1.14 CHF 1.15 CHF 295'000 295'000 163'054 163'054 184'814 CHF 186'447 CHF 99.50% 99.50%
02.07.2024 0.93% 1.11 CHF 1.12 CHF 300'000 300'000 165'016 165'016 180'114 CHF 181'767 CHF 99.74% 99.74%

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