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 0.97% 1.09 CHF 1.10 CHF 300'000 100'000 299'843 99'948 307'880 CHF 103'626 CHF 99.12% 99.12%
12.07.2024 0.96% 1.04 CHF 1.05 CHF 300'000 100'000 300'000 100'000 309'521 CHF 104'174 CHF 99.14% 99.14%
11.07.2024 0.84% 1.07 CHF 1.08 CHF 300'000 100'000 300'000 100'000 356'005 CHF 119'668 CHF 98.86% 98.86%
10.07.2024 0.85% 1.18 CHF 1.19 CHF 300'000 100'000 300'000 100'000 351'758 CHF 118'253 CHF 99.20% 99.20%
09.07.2024 0.85% 1.18 CHF 1.19 CHF 300'000 100'000 300'000 100'000 350'765 CHF 117'922 CHF 97.95% 97.95%
08.07.2024 0.85% 1.16 CHF 1.17 CHF 300'000 100'000 300'000 100'000 352'132 CHF 118'377 CHF 99.36% 99.36%
05.07.2024 0.92% 1.18 CHF 1.19 CHF 300'000 100'000 300'000 100'000 325'979 CHF 109'660 CHF 99.34% 99.34%
04.07.2024 0.94% 1.06 CHF 1.07 CHF 300'000 100'000 300'000 100'000 317'012 CHF 106'671 CHF 99.55% 99.55%
03.07.2024 0.96% 1.04 CHF 1.05 CHF 300'000 100'000 300'000 100'000 310'479 CHF 104'493 CHF 99.50% 99.50%
02.07.2024 1.04% 0.99 CHF 1.00 CHF 300'000 100'000 300'000 100'000 286'232 CHF 96'411 CHF 99.46% 99.46%

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