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 0.74% 1.35 CHF 1.36 CHF 450'000 150'000 450'000 150'000 609'680 CHF 204'727 CHF 99.38% 99.38%
12.07.2024 0.73% 1.36 CHF 1.37 CHF 450'000 150'000 450'000 150'000 610'795 CHF 205'098 CHF 99.38% 99.38%
11.07.2024 0.75% 1.36 CHF 1.37 CHF 450'000 150'000 450'000 150'000 597'790 CHF 200'763 CHF 99.38% 99.38%
10.07.2024 0.74% 1.34 CHF 1.35 CHF 450'000 150'000 450'000 150'000 605'365 CHF 203'288 CHF 99.38% 99.38%
09.07.2024 0.71% 1.36 CHF 1.37 CHF 450'000 150'000 450'000 150'000 631'208 CHF 211'903 CHF 99.38% 99.38%
08.07.2024 0.72% 1.40 CHF 1.41 CHF 450'000 150'000 450'000 150'000 625'255 CHF 209'918 CHF 99.38% 99.38%
05.07.2024 0.71% 1.38 CHF 1.39 CHF 450'000 150'000 450'000 150'000 628'503 CHF 211'001 CHF 99.38% 99.38%
04.07.2024 0.74% 1.35 CHF 1.36 CHF 450'000 150'000 450'000 150'000 607'176 CHF 203'892 CHF 98.58% 98.58%
03.07.2024 0.75% 1.31 CHF 1.32 CHF 450'000 150'000 450'000 150'000 595'304 CHF 199'935 CHF 99.38% 99.38%
02.07.2024 0.88% 1.14 CHF 1.15 CHF 450'000 150'000 450'000 150'000 508'737 CHF 171'079 CHF 99.37% 99.37%

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