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 0.94% 1.01 CHF 1.02 CHF 450'000 150'000 450'000 150'000 479'262 CHF 161'254 CHF 99.61% 99.61%
12.07.2024 1.02% 1.06 CHF 1.07 CHF 450'000 150'000 450'000 150'000 439'692 CHF 148'064 CHF 99.46% 99.46%
11.07.2024 0.93% 1.00 CHF 1.01 CHF 450'000 150'000 450'000 150'000 479'748 CHF 161'416 CHF 99.06% 99.06%
10.07.2024 1.02% 1.03 CHF 1.04 CHF 450'000 150'000 450'000 150'000 439'421 CHF 147'974 CHF 99.57% 99.57%
09.07.2024 0.99% 0.97 CHF 0.98 CHF 450'000 150'000 450'000 150'000 453'788 CHF 152'763 CHF 99.55% 99.55%
08.07.2024 0.95% 1.03 CHF 1.04 CHF 450'000 150'000 450'000 150'000 469'202 CHF 157'901 CHF 99.54% 99.54%
05.07.2024 0.98% 1.01 CHF 1.02 CHF 450'000 150'000 450'000 150'000 458'220 CHF 154'240 CHF 99.56% 99.56%
04.07.2024 1.00% 0.97 CHF 0.98 CHF 450'000 150'000 450'000 150'000 445'618 CHF 150'039 CHF 99.56% 99.56%
03.07.2024 1.01% 0.98 CHF 0.99 CHF 450'000 150'000 450'000 150'000 441'527 CHF 148'676 CHF 99.57% 99.57%
02.07.2024 1.17% 0.89 CHF 0.90 CHF 450'000 150'000 450'000 150'000 382'686 CHF 129'062 CHF 99.57% 99.57%

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