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 0.27% 3.66 CHF 3.67 CHF 100'000 50'000 100'000 50'000 366'187 CHF 183'594 CHF 97.68% 97.68%
12.07.2024 0.27% 3.67 CHF 3.68 CHF 100'000 50'000 100'000 50'000 368'460 CHF 184'730 CHF 97.81% 97.81%
11.07.2024 0.27% 3.69 CHF 3.70 CHF 100'000 50'000 100'000 50'000 370'542 CHF 185'771 CHF 98.79% 98.79%
10.07.2024 0.27% 3.66 CHF 3.67 CHF 100'000 50'000 100'000 50'000 365'607 CHF 183'304 CHF 98.74% 98.74%
09.07.2024 0.26% 3.80 CHF 3.81 CHF 100'000 50'000 100'000 50'000 381'664 CHF 191'332 CHF 98.39% 98.39%
08.07.2024 0.26% 3.81 CHF 3.82 CHF 100'000 50'000 100'000 50'000 380'183 CHF 190'592 CHF 98.81% 98.81%
05.07.2024 0.26% 3.85 CHF 3.86 CHF 100'000 50'000 100'000 50'000 385'040 CHF 193'020 CHF 98.24% 98.24%
04.07.2024 0.25% 3.94 CHF 3.95 CHF 100'000 50'000 100'000 50'000 395'526 CHF 198'263 CHF 98.59% 98.59%
03.07.2024 0.25% 3.97 CHF 3.98 CHF 100'000 50'000 100'000 50'000 394'705 CHF 197'852 CHF 98.73% 98.73%
02.07.2024 0.25% 4.01 CHF 4.02 CHF 100'000 50'000 100'000 50'000 403'935 CHF 202'468 CHF 98.26% 98.26%

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