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% 1.55 CHF 1.56 CHF 300'000 100'000 300'000 100'000 444'672 CHF 149'224 CHF 98.92% 98.92%
12.07.2024 0.67% 1.49 CHF 1.50 CHF 300'000 100'000 300'000 100'000 446'978 CHF 149'993 CHF 99.12% 99.12%
11.07.2024 0.61% 1.52 CHF 1.53 CHF 300'000 100'000 300'000 100'000 493'467 CHF 165'489 CHF 99.11% 99.11%
10.07.2024 0.61% 1.64 CHF 1.65 CHF 300'000 100'000 300'000 100'000 488'814 CHF 163'938 CHF 99.27% 99.27%
09.07.2024 0.61% 1.63 CHF 1.64 CHF 300'000 100'000 300'000 100'000 488'076 CHF 163'692 CHF 97.95% 97.95%
08.07.2024 0.61% 1.62 CHF 1.63 CHF 300'000 100'000 300'000 100'000 489'081 CHF 164'027 CHF 99.31% 99.31%
05.07.2024 0.65% 1.64 CHF 1.65 CHF 300'000 100'000 300'000 100'000 462'949 CHF 155'316 CHF 99.32% 99.32%
04.07.2024 0.66% 1.52 CHF 1.53 CHF 300'000 100'000 300'000 100'000 454'266 CHF 152'422 CHF 99.56% 99.56%
03.07.2024 0.67% 1.50 CHF 1.51 CHF 300'000 100'000 300'000 100'000 447'909 CHF 150'303 CHF 99.52% 99.52%
02.07.2024 0.71% 1.44 CHF 1.45 CHF 300'000 100'000 300'000 100'000 422'939 CHF 141'980 CHF 99.45% 99.45%

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