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 0.76% 1.29 CHF 1.30 CHF 450'000 150'000 450'000 150'000 590'417 CHF 198'306 CHF 98.91% 98.91%
12.07.2024 0.79% 1.37 CHF 1.38 CHF 450'000 150'000 450'000 150'000 570'392 CHF 191'631 CHF 99.21% 99.21%
11.07.2024 0.84% 1.23 CHF 1.24 CHF 450'000 150'000 450'000 150'000 535'237 CHF 179'912 CHF 98.94% 98.94%
10.07.2024 0.88% 1.18 CHF 1.19 CHF 450'000 150'000 450'000 150'000 509'974 CHF 171'491 CHF 99.17% 99.17%
09.07.2024 0.88% 1.08 CHF 1.09 CHF 450'000 150'000 450'000 150'000 510'164 CHF 171'555 CHF 99.08% 99.08%
08.07.2024 0.83% 1.19 CHF 1.20 CHF 450'000 150'000 450'000 150'000 542'216 CHF 182'239 CHF 99.09% 99.09%
05.07.2024 0.81% 1.19 CHF 1.20 CHF 450'000 150'000 450'000 150'000 556'970 CHF 187'157 CHF 99.08% 99.08%
04.07.2024 0.84% 1.20 CHF 1.21 CHF 450'000 150'000 450'000 150'000 535'907 CHF 180'136 CHF 99.08% 99.08%
03.07.2024 0.86% 1.19 CHF 1.20 CHF 450'000 150'000 450'000 150'000 523'897 CHF 176'132 CHF 99.17% 99.17%
02.07.2024 0.87% 1.14 CHF 1.15 CHF 450'000 150'000 450'000 150'000 513'184 CHF 172'561 CHF 99.16% 99.16%

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