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 0.79% 1.27 CHF 1.28 CHF 450'000 150'000 450'000 150'000 563'830 CHF 189'443 CHF 97.95% 97.95%
12.07.2024 0.83% 1.22 CHF 1.23 CHF 450'000 150'000 450'000 150'000 537'713 CHF 180'738 CHF 99.08% 99.08%
11.07.2024 0.88% 1.17 CHF 1.18 CHF 450'000 150'000 450'000 150'000 508'696 CHF 171'065 CHF 95.41% 95.41%
10.07.2024 0.89% 1.13 CHF 1.14 CHF 450'000 150'000 450'000 150'000 501'800 CHF 168'767 CHF 88.20% 88.20%
09.07.2024 0.89% 1.12 CHF 1.13 CHF 450'000 150'000 450'000 150'000 505'874 CHF 170'125 CHF 99.42% 99.42%
08.07.2024 0.89% 1.13 CHF 1.14 CHF 450'000 150'000 450'000 150'000 504'978 CHF 169'826 CHF 95.56% 95.56%
05.07.2024 0.88% 1.12 CHF 1.13 CHF 450'000 150'000 450'000 150'000 508'980 CHF 171'160 CHF 96.84% 96.84%
04.07.2024 0.87% 1.13 CHF 1.14 CHF 450'000 150'000 450'000 150'000 512'088 CHF 172'196 CHF 99.41% 99.41%
03.07.2024 0.87% 1.13 CHF 1.14 CHF 450'000 150'000 450'000 150'000 516'082 CHF 173'527 CHF 97.27% 97.27%
02.07.2024 0.88% 1.14 CHF 1.15 CHF 450'000 150'000 450'000 150'000 509'640 CHF 171'380 CHF 94.60% 94.60%

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