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 0.55% 1.83 CHF 1.84 CHF 600'000 200'000 600'000 200'000 1'092'760 CHF 366'254 CHF 99.27% 99.27%
12.07.2024 0.57% 1.80 CHF 1.81 CHF 600'000 200'000 600'000 200'000 1'057'940 CHF 354'648 CHF 99.27% 99.27%
11.07.2024 0.55% 1.79 CHF 1.80 CHF 600'000 200'000 600'000 200'000 1'092'130 CHF 366'044 CHF 99.26% 99.26%
10.07.2024 0.56% 1.82 CHF 1.83 CHF 600'000 200'000 600'000 200'000 1'061'910 CHF 355'970 CHF 99.27% 99.27%
09.07.2024 0.54% 1.82 CHF 1.83 CHF 600'000 200'000 600'000 200'000 1'108'770 CHF 371'589 CHF 99.27% 99.27%
08.07.2024 0.55% 1.84 CHF 1.85 CHF 600'000 200'000 600'000 200'000 1'083'820 CHF 363'274 CHF 99.22% 99.22%
05.07.2024 0.55% 1.79 CHF 1.80 CHF 600'000 200'000 600'000 200'000 1'088'440 CHF 364'814 CHF 99.27% 99.27%
04.07.2024 0.56% 1.75 CHF 1.76 CHF 600'000 200'000 600'000 200'000 1'068'740 CHF 358'247 CHF 99.27% 99.27%
03.07.2024 0.56% 1.77 CHF 1.78 CHF 600'000 200'000 600'000 200'000 1'070'090 CHF 358'695 CHF 99.27% 99.27%
02.07.2024 0.58% 1.77 CHF 1.78 CHF 600'000 200'000 600'000 200'000 1'038'090 CHF 348'030 CHF 99.26% 99.26%

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