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 0.30% 3.29 CHF 3.30 CHF 300'000 100'000 300'000 100'000 984'954 CHF 329'318 CHF 98.31% 98.31%
12.07.2024 0.32% 3.24 CHF 3.25 CHF 300'000 100'000 300'000 100'000 925'656 CHF 309'552 CHF 99.24% 99.24%
11.07.2024 0.29% 3.22 CHF 3.23 CHF 300'000 100'000 300'000 100'000 1'020'550 CHF 341'182 CHF 98.13% 98.13%
10.07.2024 0.30% 3.40 CHF 3.41 CHF 300'000 100'000 300'000 100'000 1'007'340 CHF 336'782 CHF 99.18% 99.18%
09.07.2024 0.29% 3.31 CHF 3.32 CHF 300'000 100'000 300'000 100'000 1'027'840 CHF 343'613 CHF 99.40% 99.40%
08.07.2024 0.30% 3.37 CHF 3.38 CHF 300'000 100'000 300'000 100'000 990'734 CHF 331'245 CHF 99.38% 99.38%
05.07.2024 0.34% 3.21 CHF 3.22 CHF 300'000 100'000 300'000 100'000 891'767 CHF 298'256 CHF 99.33% 99.33%
04.07.2024 0.35% 2.86 CHF 2.87 CHF 300'000 100'000 300'000 100'000 865'263 CHF 289'421 CHF 99.36% 99.36%
03.07.2024 0.36% 2.88 CHF 2.89 CHF 300'000 100'000 300'000 100'000 825'547 CHF 276'182 CHF 99.39% 99.39%
02.07.2024 0.39% 2.64 CHF 2.65 CHF 300'000 100'000 300'000 100'000 775'861 CHF 259'620 CHF 99.25% 99.25%

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