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 0.67% 1.62 CHF 1.63 CHF 140'000 140'000 80'965 80'965 126'068 CHF 126'881 CHF 99.78% 99.78%
12.07.2024 0.66% 1.56 CHF 1.57 CHF 150'000 150'000 82'221 82'221 128'018 CHF 128'843 CHF 99.74% 99.74%
11.07.2024 0.59% 1.60 CHF 1.61 CHF 140'000 140'000 78'417 78'417 134'819 CHF 135'606 CHF 99.79% 99.79%
10.07.2024 0.60% 1.72 CHF 1.73 CHF 140'000 140'000 78'521 78'521 135'136 CHF 135'924 CHF 99.96% 99.96%
09.07.2024 0.60% 1.72 CHF 1.73 CHF 140'000 140'000 78'359 78'359 134'411 CHF 135'199 CHF 99.83% 99.83%
08.07.2024 0.60% 1.70 CHF 1.71 CHF 140'000 140'000 78'542 78'542 133'814 CHF 134'603 CHF 99.45% 99.45%
05.07.2024 0.64% 1.73 CHF 1.74 CHF 140'000 140'000 78'479 78'479 127'913 CHF 128'700 CHF 99.26% 99.26%
04.07.2024 0.63% 1.58 CHF 1.59 CHF 70'000 70'000 64'683 64'683 101'899 CHF 102'546 CHF 100.00% 100.00%
03.07.2024 0.67% 1.56 CHF 1.57 CHF 140'000 140'000 80'375 80'375 124'019 CHF 124'826 CHF 100.00% 100.00%
02.07.2024 0.71% 1.49 CHF 1.50 CHF 150'000 150'000 82'078 82'078 119'597 CHF 120'422 CHF 100.00% 100.00%

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