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 0.84% 1.17 CHF 1.18 CHF 120'000 120'000 118'778 118'778 143'741 CHF 144'930 CHF 99.57% 99.57%
12.07.2024 0.90% 1.32 CHF 1.33 CHF 130'000 130'000 128'670 128'670 145'234 CHF 146'523 CHF 99.95% 99.95%
11.07.2024 1.03% 1.06 CHF 1.07 CHF 140'000 140'000 138'331 138'331 136'992 CHF 138'376 CHF 99.44% 99.44%
10.07.2024 1.13% 0.97 CHF 0.98 CHF 140'000 140'000 146'559 146'559 131'692 CHF 133'159 CHF 99.99% 99.99%
09.07.2024 1.14% 0.82 CHF 0.83 CHF 140'000 140'000 138'256 138'256 124'466 CHF 125'853 CHF 99.72% 99.72%
08.07.2024 0.99% 1.01 CHF 1.02 CHF 140'000 140'000 138'334 138'334 142'740 CHF 144'128 CHF 99.26% 99.26%
05.07.2024 0.93% 1.01 CHF 1.02 CHF 140'000 140'000 130'845 130'845 142'726 CHF 144'036 CHF 99.89% 99.89%
04.07.2024 1.01% 1.03 CHF 1.04 CHF 140'000 140'000 138'585 138'585 139'977 CHF 141'364 CHF 99.55% 99.55%
03.07.2024 1.05% 1.01 CHF 1.02 CHF 140'000 140'000 138'574 138'574 133'885 CHF 135'272 CHF 99.95% 99.95%
02.07.2024 1.09% 0.93 CHF 0.94 CHF 140'000 140'000 138'530 138'530 129'372 CHF 130'759 CHF 100.00% 100.00%

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