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 0.99% 0.99 CHF 1.00 CHF 150'000 150'000 150'000 150'000 151'378 CHF 152'878 CHF 99.95% 99.95%
12.07.2024 1.01% 1.00 CHF 1.01 CHF 150'000 150'000 150'000 150'000 147'349 CHF 148'849 CHF 95.53% 95.53%
11.07.2024 1.01% 0.97 CHF 0.98 CHF 150'000 150'000 149'994 150'000 148'069 CHF 149'575 CHF 90.64% 90.64%
10.07.2024 1.04% 0.98 CHF 0.99 CHF 150'000 150'000 150'000 150'000 144'167 CHF 145'667 CHF 91.92% 91.92%
09.07.2024 1.02% 0.96 CHF 0.97 CHF 150'000 150'000 150'000 150'000 146'718 CHF 148'218 CHF 98.93% 98.93%
08.07.2024 1.00% 1.01 CHF 1.02 CHF 150'000 150'000 150'000 150'000 149'961 CHF 151'461 CHF 95.68% 95.68%
05.07.2024 1.01% 0.99 CHF 1.00 CHF 150'000 150'000 150'000 150'000 148'179 CHF 149'679 CHF 98.30% 98.30%
04.07.2024 1.02% 0.98 CHF 0.99 CHF 150'000 150'000 150'000 150'000 145'983 CHF 147'483 CHF 100.00% 100.00%
03.07.2024 1.00% 0.97 CHF 0.98 CHF 150'000 150'000 150'000 150'000 149'164 CHF 150'664 CHF 99.14% 99.14%
02.07.2024 0.95% 1.04 CHF 1.05 CHF 150'000 150'000 150'000 150'000 156'748 CHF 158'248 CHF 95.55% 95.55%

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