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 0.56% 1.77 CHF 1.78 CHF 1'000'000 150'000 1'000'000 150'000 1'768'680 CHF 266'802 CHF 99.27% 99.27%
12.07.2024 0.58% 1.77 CHF 1.78 CHF 1'000'000 150'000 1'000'000 150'000 1'715'330 CHF 258'799 CHF 99.27% 99.27%
11.07.2024 0.60% 1.69 CHF 1.70 CHF 1'000'000 150'000 1'000'000 150'000 1'673'680 CHF 252'552 CHF 99.27% 99.27%
10.07.2024 0.61% 1.61 CHF 1.62 CHF 1'000'000 150'000 1'000'000 150'000 1'630'560 CHF 246'084 CHF 99.27% 99.27%
09.07.2024 0.61% 1.61 CHF 1.62 CHF 1'000'000 150'000 1'000'000 150'000 1'630'710 CHF 246'106 CHF 99.27% 99.27%
08.07.2024 0.60% 1.65 CHF 1.66 CHF 1'000'000 150'000 1'000'000 150'000 1'665'210 CHF 251'281 CHF 99.21% 99.21%
05.07.2024 0.60% 1.64 CHF 1.65 CHF 1'000'000 150'000 1'000'000 150'000 1'674'360 CHF 252'654 CHF 99.27% 99.27%
04.07.2024 0.61% 1.62 CHF 1.63 CHF 1'000'000 150'000 1'000'000 150'000 1'632'480 CHF 246'372 CHF 99.27% 99.27%
03.07.2024 0.64% 1.58 CHF 1.59 CHF 1'000'000 150'000 1'000'000 150'000 1'568'890 CHF 236'834 CHF 99.27% 99.27%
02.07.2024 0.70% 1.45 CHF 1.46 CHF 1'000'000 150'000 1'000'000 150'000 1'432'490 CHF 216'373 CHF 99.27% 99.27%

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