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 0.76% 1.41 CHF 1.42 CHF 250'000 250'000 138'697 138'697 190'011 CHF 191'404 CHF 96.42% 96.42%
12.07.2024 0.75% 1.37 CHF 1.38 CHF 250'000 250'000 137'665 137'665 188'465 CHF 189'848 CHF 98.18% 98.18%
11.07.2024 0.69% 1.39 CHF 1.40 CHF 240'000 240'000 132'553 132'553 193'743 CHF 195'073 CHF 98.50% 98.50%
10.07.2024 0.70% 1.47 CHF 1.48 CHF 240'000 240'000 133'093 133'093 194'792 CHF 196'129 CHF 99.74% 99.74%
09.07.2024 0.71% 1.47 CHF 1.48 CHF 240'000 240'000 132'074 132'074 192'753 CHF 194'082 CHF 99.19% 99.19%
08.07.2024 0.71% 1.45 CHF 1.46 CHF 240'000 240'000 136'967 136'967 198'690 CHF 200'067 CHF 99.01% 99.01%
05.07.2024 0.73% 1.47 CHF 1.48 CHF 240'000 240'000 135'161 135'161 190'946 CHF 192'302 CHF 95.85% 95.85%
04.07.2024 0.72% 1.39 CHF 1.40 CHF 130'000 130'000 114'343 114'343 158'197 CHF 159'340 CHF 97.65% 97.65%
03.07.2024 0.75% 1.37 CHF 1.38 CHF 250'000 250'000 137'648 137'648 187'951 CHF 189'333 CHF 100.00% 100.00%
02.07.2024 0.78% 1.34 CHF 1.35 CHF 250'000 250'000 138'201 138'201 181'664 CHF 183'052 CHF 98.58% 98.58%

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