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 0.87% 1.14 CHF 1.15 CHF 450'000 150'000 450'000 150'000 517'613 CHF 174'038 CHF 93.35% 93.35%
12.07.2024 0.92% 1.12 CHF 1.13 CHF 450'000 150'000 450'000 150'000 486'146 CHF 163'549 CHF 94.59% 94.59%
11.07.2024 1.01% 1.03 CHF 1.04 CHF 450'000 150'000 450'000 150'000 441'535 CHF 148'678 CHF 90.59% 90.59%
10.07.2024 1.08% 0.96 CHF 0.97 CHF 450'000 150'000 450'000 150'000 414'477 CHF 139'659 CHF 87.15% 87.15%
09.07.2024 1.11% 0.87 CHF 0.88 CHF 450'000 150'000 450'000 150'000 403'700 CHF 136'067 CHF 84.57% 84.57%
08.07.2024 1.05% 0.92 CHF 0.93 CHF 450'000 150'000 450'000 150'000 424'740 CHF 143'080 CHF 85.92% 85.92%
05.07.2024 1.04% 0.94 CHF 0.95 CHF 450'000 150'000 450'000 150'000 430'639 CHF 145'046 CHF 91.17% 91.17%
04.07.2024 1.11% 0.92 CHF 0.93 CHF 450'000 150'000 450'000 150'000 404'837 CHF 136'446 CHF 80.01% 80.01%
03.07.2024 1.10% 0.91 CHF 0.92 CHF 450'000 150'000 450'000 150'000 407'406 CHF 137'302 CHF 91.80% 91.80%
02.07.2024 1.18% 0.85 CHF 0.86 CHF 450'000 150'000 450'000 150'000 379'842 CHF 128'114 CHF 96.55% 96.55%

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