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 0.68% 1.49 CHF 1.50 CHF 100'000 100'000 100'000 100'000 145'544 CHF 146'544 CHF 99.05% 99.05%
12.07.2024 0.70% 1.44 CHF 1.45 CHF 100'000 100'000 100'000 100'000 141'748 CHF 142'748 CHF 98.85% 98.85%
11.07.2024 0.67% 1.47 CHF 1.48 CHF 100'000 100'000 100'000 100'000 147'778 CHF 148'778 CHF 97.88% 97.88%
10.07.2024 0.67% 1.44 CHF 1.45 CHF 100'000 100'000 100'000 100'000 149'815 CHF 150'815 CHF 95.14% 95.14%
09.07.2024 0.63% 1.49 CHF 1.50 CHF 100'000 100'000 100'000 100'000 157'699 CHF 158'699 CHF 98.70% 98.70%
08.07.2024 0.63% 1.50 CHF 1.51 CHF 100'000 100'000 100'000 100'000 158'455 CHF 159'455 CHF 98.58% 98.58%
05.07.2024 0.64% 1.59 CHF 1.60 CHF 100'000 100'000 100'000 100'000 155'156 CHF 156'156 CHF 99.18% 99.18%
04.07.2024 0.64% 1.57 CHF 1.58 CHF 100'000 100'000 100'000 100'000 155'585 CHF 156'585 CHF 99.18% 99.18%
03.07.2024 0.65% 1.51 CHF 1.52 CHF 100'000 100'000 100'000 100'000 153'698 CHF 154'698 CHF 98.46% 98.46%
02.07.2024 0.68% 1.51 CHF 1.52 CHF 100'000 100'000 100'000 100'000 146'188 CHF 147'188 CHF 98.88% 98.88%

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