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 0.99% 1.05 CHF 1.06 CHF 450'000 150'000 450'000 150'000 450'340 CHF 151'613 CHF 99.54% 99.54%
12.07.2024 1.00% 1.00 CHF 1.01 CHF 450'000 150'000 450'000 150'000 448'826 CHF 151'109 CHF 99.38% 99.38%
11.07.2024 1.01% 1.00 CHF 1.01 CHF 450'000 150'000 450'000 150'000 442'596 CHF 149'032 CHF 99.23% 99.23%
10.07.2024 1.07% 0.94 CHF 0.95 CHF 450'000 150'000 450'000 150'000 419'808 CHF 141'436 CHF 99.36% 99.36%
09.07.2024 1.14% 0.88 CHF 0.89 CHF 450'000 150'000 450'000 150'000 393'941 CHF 132'814 CHF 99.58% 99.58%
08.07.2024 1.13% 0.93 CHF 0.94 CHF 450'000 150'000 450'000 150'000 394'978 CHF 133'159 CHF 99.25% 99.25%
05.07.2024 1.11% 0.85 CHF 0.86 CHF 450'000 150'000 450'000 150'000 403'234 CHF 135'911 CHF 99.52% 99.52%
04.07.2024 1.09% 0.92 CHF 0.93 CHF 450'000 150'000 450'000 150'000 411'702 CHF 138'734 CHF 99.58% 99.58%
03.07.2024 1.11% 0.90 CHF 0.91 CHF 450'000 150'000 450'000 150'000 401'484 CHF 135'328 CHF 99.47% 99.47%
02.07.2024 1.16% 0.85 CHF 0.86 CHF 450'000 150'000 450'000 150'000 384'701 CHF 129'734 CHF 99.58% 99.58%

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