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 0.73% 1.32 CHF 1.33 CHF 450'000 150'000 450'000 150'000 615'728 CHF 206'743 CHF 99.46% 99.46%
12.07.2024 0.78% 1.37 CHF 1.38 CHF 450'000 150'000 450'000 150'000 577'159 CHF 193'886 CHF 99.71% 99.71%
11.07.2024 0.73% 1.30 CHF 1.31 CHF 450'000 150'000 450'000 150'000 615'881 CHF 206'794 CHF 99.08% 99.08%
10.07.2024 0.78% 1.34 CHF 1.35 CHF 450'000 150'000 450'000 150'000 576'645 CHF 193'715 CHF 99.57% 99.57%
09.07.2024 0.76% 1.27 CHF 1.28 CHF 450'000 150'000 450'000 150'000 591'278 CHF 198'593 CHF 99.55% 99.55%
08.07.2024 0.74% 1.33 CHF 1.34 CHF 450'000 150'000 450'000 150'000 606'189 CHF 203'563 CHF 99.56% 99.56%
05.07.2024 0.75% 1.31 CHF 1.32 CHF 450'000 150'000 450'000 150'000 595'338 CHF 199'946 CHF 99.54% 99.54%
04.07.2024 0.77% 1.28 CHF 1.29 CHF 450'000 150'000 450'000 150'000 583'951 CHF 196'150 CHF 99.56% 99.56%
03.07.2024 0.77% 1.29 CHF 1.30 CHF 450'000 150'000 450'000 150'000 579'430 CHF 194'643 CHF 99.52% 99.52%
02.07.2024 0.86% 1.20 CHF 1.21 CHF 450'000 150'000 450'000 150'000 521'283 CHF 175'261 CHF 99.58% 99.58%

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