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 0.58% 1.55 CHF 1.56 CHF 300'000 100'000 233'436 77'812 402'201 CHF 134'845 CHF 99.49% 99.49%
12.07.2024 0.58% 1.71 CHF 1.72 CHF 225'000 75'000 225'000 75'000 389'331 CHF 130'527 CHF 97.24% 97.24%
11.07.2024 0.70% 1.45 CHF 1.46 CHF 300'000 100'000 300'000 100'000 427'054 CHF 143'351 CHF 96.24% 96.24%
10.07.2024 0.63% 1.38 CHF 1.39 CHF 300'000 100'000 300'000 100'000 471'967 CHF 158'322 CHF 99.59% 99.59%
09.07.2024 0.62% 1.59 CHF 1.60 CHF 300'000 100'000 300'000 100'000 480'029 CHF 161'010 CHF 99.50% 99.50%
08.07.2024 0.64% 1.57 CHF 1.58 CHF 300'000 100'000 300'000 100'000 470'530 CHF 157'843 CHF 99.57% 99.57%
05.07.2024 0.63% 1.55 CHF 1.56 CHF 300'000 100'000 300'000 100'000 473'979 CHF 158'993 CHF 99.20% 99.20%
04.07.2024 0.63% 1.62 CHF 1.63 CHF 300'000 100'000 300'000 100'000 477'562 CHF 160'187 CHF 99.58% 99.58%
03.07.2024 0.64% 1.65 CHF 1.66 CHF 300'000 100'000 300'000 100'000 468'826 CHF 157'275 CHF 99.44% 99.44%
02.07.2024 0.65% 1.47 CHF 1.48 CHF 300'000 100'000 300'000 100'000 463'370 CHF 155'457 CHF 99.55% 99.55%

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