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 0.80% 1.11 CHF 1.12 CHF 300'000 100'000 300'000 100'000 373'687 CHF 125'562 CHF 99.71% 99.71%
12.07.2024 0.79% 1.24 CHF 1.25 CHF 300'000 100'000 300'000 100'000 375'975 CHF 126'325 CHF 97.22% 97.22%
11.07.2024 0.98% 1.03 CHF 1.04 CHF 450'000 150'000 450'000 150'000 454'798 CHF 153'099 CHF 96.25% 96.25%
10.07.2024 0.88% 0.98 CHF 0.99 CHF 450'000 150'000 428'125 142'708 481'845 CHF 162'042 CHF 99.59% 99.59%
09.07.2024 0.87% 1.14 CHF 1.15 CHF 450'000 150'000 436'796 145'599 498'647 CHF 167'672 CHF 99.51% 99.51%
08.07.2024 0.89% 1.12 CHF 1.13 CHF 450'000 150'000 448'386 149'462 503'159 CHF 169'214 CHF 99.56% 99.56%
05.07.2024 0.88% 1.11 CHF 1.12 CHF 450'000 150'000 450'000 150'000 510'353 CHF 171'618 CHF 99.16% 99.16%
04.07.2024 0.87% 1.16 CHF 1.17 CHF 450'000 150'000 449'689 149'896 514'173 CHF 172'890 CHF 99.58% 99.58%
03.07.2024 0.89% 1.19 CHF 1.20 CHF 300'000 100'000 429'713 143'238 479'328 CHF 161'208 CHF 99.36% 99.36%
02.07.2024 0.90% 1.05 CHF 1.06 CHF 450'000 150'000 450'000 150'000 497'797 CHF 167'432 CHF 99.53% 99.53%

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