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 0.79% 1.27 CHF 1.28 CHF 600'000 200'000 600'000 200'000 757'198 CHF 254'399 CHF 99.27% 99.27%
12.07.2024 0.83% 1.24 CHF 1.25 CHF 600'000 200'000 600'000 200'000 721'560 CHF 242'520 CHF 99.27% 99.27%
11.07.2024 0.79% 1.22 CHF 1.23 CHF 600'000 200'000 600'000 200'000 753'274 CHF 253'091 CHF 99.26% 99.26%
10.07.2024 0.83% 1.25 CHF 1.26 CHF 600'000 200'000 600'000 200'000 723'683 CHF 243'228 CHF 99.27% 99.27%
09.07.2024 0.78% 1.25 CHF 1.26 CHF 600'000 200'000 600'000 200'000 767'627 CHF 257'876 CHF 99.27% 99.27%
08.07.2024 0.80% 1.28 CHF 1.29 CHF 600'000 200'000 600'000 200'000 744'116 CHF 250'039 CHF 99.22% 99.22%
05.07.2024 0.80% 1.23 CHF 1.24 CHF 600'000 200'000 600'000 200'000 748'211 CHF 251'404 CHF 99.27% 99.27%
04.07.2024 0.82% 1.18 CHF 1.19 CHF 600'000 200'000 600'000 200'000 727'974 CHF 244'658 CHF 99.27% 99.27%
03.07.2024 0.82% 1.20 CHF 1.21 CHF 600'000 200'000 600'000 200'000 729'624 CHF 245'208 CHF 99.27% 99.27%
02.07.2024 0.86% 1.20 CHF 1.21 CHF 600'000 200'000 600'000 200'000 697'253 CHF 234'418 CHF 99.27% 99.27%

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