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 0.46% 2.23 CHF 2.24 CHF 110'000 110'000 49'110 49'110 109'827 CHF 110'320 CHF 99.39% 99.39%
12.07.2024 0.49% 2.22 CHF 2.23 CHF 110'000 110'000 49'045 49'045 104'388 CHF 104'881 CHF 100.00% 100.00%
11.07.2024 0.45% 2.16 CHF 2.17 CHF 110'000 110'000 48'802 48'802 111'061 CHF 111'553 CHF 100.00% 100.00%
10.07.2024 0.47% 2.28 CHF 2.29 CHF 110'000 110'000 48'998 48'998 108'639 CHF 109'131 CHF 99.99% 99.99%
09.07.2024 0.48% 2.19 CHF 2.20 CHF 110'000 110'000 48'926 48'926 107'245 CHF 107'737 CHF 99.80% 99.80%
08.07.2024 0.48% 2.17 CHF 2.18 CHF 110'000 110'000 48'971 48'971 105'592 CHF 106'084 CHF 99.86% 99.86%
05.07.2024 0.44% 2.13 CHF 2.14 CHF 110'000 110'000 49'084 49'084 111'088 CHF 111'581 CHF 99.65% 99.65%
04.07.2024 0.42% 2.39 CHF 2.40 CHF 40'000 40'000 34'633 34'633 82'121 CHF 82'467 CHF 98.99% 98.99%
03.07.2024 0.47% 2.29 CHF 2.30 CHF 110'000 110'000 49'006 49'006 108'678 CHF 109'170 CHF 99.96% 99.96%
02.07.2024 0.49% 2.14 CHF 2.15 CHF 110'000 110'000 48'622 48'622 102'753 CHF 103'242 CHF 98.35% 98.35%

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