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
12.07.2024 0.97% 1.01 CHF 1.02 CHF 450'000 150'000 450'000 150'000 461'958 CHF 155'486 CHF 98.47% 98.47%
11.07.2024 0.80% 1.15 CHF 1.16 CHF 450'000 150'000 450'000 150'000 562'476 CHF 188'992 CHF 97.46% 98.43%
10.07.2024 0.80% 1.24 CHF 1.25 CHF 450'000 150'000 450'000 150'000 559'795 CHF 188'098 CHF 99.08% 99.08%
09.07.2024 0.80% 1.24 CHF 1.25 CHF 450'000 150'000 450'000 150'000 562'758 CHF 189'086 CHF 98.78% 98.78%
08.07.2024 0.80% 1.23 CHF 1.24 CHF 450'000 150'000 450'000 150'000 557'352 CHF 187'284 CHF 20.74% 98.91%
05.07.2024 0.91% 1.25 CHF 1.26 CHF 450'000 150'000 450'000 150'000 492'214 CHF 165'571 CHF 98.66% 98.66%
04.07.2024 0.93% 1.08 CHF 1.09 CHF 450'000 150'000 450'000 150'000 481'710 CHF 162'070 CHF 99.37% 99.37%
03.07.2024 0.93% 1.06 CHF 1.07 CHF 450'000 150'000 450'000 150'000 482'996 CHF 162'499 CHF 99.12% 99.12%
02.07.2024 0.99% 1.02 CHF 1.03 CHF 450'000 150'000 450'000 150'000 452'046 CHF 152'182 CHF 98.98% 98.98%
01.07.2024 0.97% 0.98 CHF 0.99 CHF 450'000 150'000 450'000 150'000 460'419 CHF 154'973 CHF 99.12% 99.12%

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