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 0.77% 1.38 CHF 1.39 CHF 450'000 150'000 450'000 150'000 582'081 CHF 195'527 CHF 98.43% 98.43%
12.07.2024 0.76% 1.31 CHF 1.32 CHF 450'000 150'000 450'000 150'000 592'796 CHF 199'099 CHF 98.97% 98.97%
11.07.2024 0.69% 1.35 CHF 1.36 CHF 450'000 150'000 450'000 150'000 646'448 CHF 216'983 CHF 98.30% 98.30%
10.07.2024 0.68% 1.45 CHF 1.46 CHF 450'000 150'000 450'000 150'000 657'615 CHF 220'705 CHF 16.01% 98.97%
09.07.2024 - 1.55 CHF - CHF 450'000 0 0 0 0 CHF 0 CHF 0.00% 98.77%
08.07.2024 0.67% 1.51 CHF 1.50 CHF 450'000 150'000 450'000 150'000 666'910 CHF 223'803 CHF 0.51% 99.19%
05.07.2024 0.67% 1.55 CHF 1.49 CHF 450'000 150'000 450'000 150'000 665'252 CHF 223'251 CHF 2.91% 98.69%
04.07.2024 0.67% 1.49 CHF 1.49 CHF 450'000 150'000 450'000 150'000 666'668 CHF 223'723 CHF 59.17% 99.36%
03.07.2024 0.67% 1.48 CHF 1.49 CHF 450'000 150'000 450'000 150'000 666'098 CHF 223'533 CHF 97.88% 99.18%
02.07.2024 0.69% 1.48 CHF 1.49 CHF 450'000 150'000 450'000 150'000 645'967 CHF 216'822 CHF 98.94% 98.94%

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