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 0.50% 1.95 CHF 1.96 CHF 450'000 150'000 450'000 150'000 901'903 CHF 302'134 CHF 99.40% 99.40%
12.07.2024 0.52% 2.00 CHF 2.01 CHF 450'000 150'000 450'000 150'000 858'619 CHF 287'706 CHF 99.71% 99.71%
11.07.2024 0.50% 1.93 CHF 1.94 CHF 450'000 150'000 450'000 150'000 901'583 CHF 302'028 CHF 99.08% 99.08%
10.07.2024 0.52% 1.96 CHF 1.97 CHF 450'000 150'000 450'000 150'000 856'544 CHF 287'015 CHF 99.57% 99.57%
09.07.2024 0.51% 1.89 CHF 1.90 CHF 450'000 150'000 450'000 150'000 872'020 CHF 292'173 CHF 99.56% 99.56%
08.07.2024 0.51% 1.96 CHF 1.97 CHF 450'000 150'000 450'000 150'000 887'831 CHF 297'444 CHF 99.56% 99.56%
05.07.2024 0.51% 1.93 CHF 1.94 CHF 450'000 150'000 450'000 150'000 876'785 CHF 293'762 CHF 99.56% 99.56%
04.07.2024 0.52% 1.90 CHF 1.91 CHF 450'000 150'000 450'000 150'000 862'386 CHF 288'962 CHF 99.57% 99.57%
03.07.2024 0.52% 1.91 CHF 1.92 CHF 450'000 150'000 450'000 150'000 857'458 CHF 287'319 CHF 99.54% 99.54%
02.07.2024 0.57% 1.80 CHF 1.81 CHF 450'000 150'000 450'000 150'000 789'595 CHF 264'698 CHF 99.55% 99.55%

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