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 0.48% 2.11 CHF 2.12 CHF 120'000 120'000 118'687 118'687 254'065 CHF 255'254 CHF 97.01% 97.01%
12.07.2024 0.50% 2.26 CHF 2.27 CHF 120'000 120'000 118'723 118'723 243'923 CHF 245'112 CHF 99.90% 99.90%
11.07.2024 0.54% 1.97 CHF 1.98 CHF 120'000 120'000 118'751 118'751 225'616 CHF 226'805 CHF 96.64% 96.64%
10.07.2024 0.57% 1.87 CHF 1.88 CHF 120'000 120'000 126'742 126'742 226'786 CHF 228'055 CHF 99.45% 99.45%
09.07.2024 0.57% 1.69 CHF 1.70 CHF 130'000 130'000 119'123 119'123 213'100 CHF 214'296 CHF 99.56% 99.56%
08.07.2024 0.53% 1.91 CHF 1.92 CHF 120'000 120'000 118'570 118'570 229'219 CHF 230'408 CHF 99.05% 99.05%
05.07.2024 0.51% 1.91 CHF 1.92 CHF 120'000 120'000 118'699 118'699 237'049 CHF 238'238 CHF 97.92% 97.92%
04.07.2024 0.54% 1.93 CHF 1.94 CHF 120'000 120'000 118'779 118'779 226'128 CHF 227'317 CHF 98.85% 98.85%
03.07.2024 0.55% 1.90 CHF 1.91 CHF 120'000 120'000 122'444 122'444 226'572 CHF 227'797 CHF 99.08% 99.08%
02.07.2024 0.56% 1.80 CHF 1.81 CHF 130'000 130'000 128'636 128'636 232'254 CHF 233'542 CHF 99.82% 99.82%

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