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 0.64% 1.40 CHF 1.41 CHF 300'000 100'000 300'000 100'000 465'160 CHF 156'053 CHF 99.49% 99.49%
12.07.2024 0.64% 1.54 CHF 1.55 CHF 300'000 100'000 300'000 100'000 466'808 CHF 156'603 CHF 97.22% 97.22%
11.07.2024 0.77% 1.31 CHF 1.32 CHF 300'000 100'000 300'000 100'000 385'905 CHF 129'635 CHF 96.23% 96.23%
10.07.2024 0.70% 1.25 CHF 1.26 CHF 300'000 100'000 300'000 100'000 425'475 CHF 142'825 CHF 99.60% 99.60%
09.07.2024 0.69% 1.44 CHF 1.45 CHF 300'000 100'000 300'000 100'000 431'556 CHF 144'852 CHF 99.51% 99.51%
08.07.2024 0.71% 1.41 CHF 1.42 CHF 300'000 100'000 300'000 100'000 423'660 CHF 142'220 CHF 99.57% 99.57%
05.07.2024 0.70% 1.40 CHF 1.41 CHF 300'000 100'000 300'000 100'000 428'114 CHF 143'705 CHF 99.17% 99.17%
04.07.2024 0.69% 1.46 CHF 1.47 CHF 300'000 100'000 300'000 100'000 431'460 CHF 144'820 CHF 99.58% 99.58%
03.07.2024 0.71% 1.48 CHF 1.49 CHF 300'000 100'000 300'000 100'000 422'924 CHF 141'975 CHF 99.35% 99.35%
02.07.2024 0.71% 1.33 CHF 1.34 CHF 300'000 100'000 300'000 100'000 418'487 CHF 140'496 CHF 99.58% 99.58%

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