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 0.88% 1.15 CHF 1.16 CHF 450'000 150'000 450'000 150'000 510'204 CHF 171'568 CHF 97.95% 97.95%
12.07.2024 0.93% 1.10 CHF 1.11 CHF 450'000 150'000 450'000 150'000 483'859 CHF 162'786 CHF 99.08% 99.08%
11.07.2024 0.98% 1.05 CHF 1.06 CHF 450'000 150'000 450'000 150'000 455'029 CHF 153'176 CHF 95.40% 95.40%
10.07.2024 1.00% 1.01 CHF 1.02 CHF 450'000 150'000 450'000 150'000 447'887 CHF 150'796 CHF 88.20% 88.20%
09.07.2024 0.99% 1.00 CHF 1.01 CHF 450'000 150'000 450'000 150'000 452'475 CHF 152'325 CHF 99.41% 99.41%
08.07.2024 0.99% 1.01 CHF 1.02 CHF 450'000 150'000 450'000 150'000 451'172 CHF 151'890 CHF 95.55% 95.55%
05.07.2024 0.98% 1.00 CHF 1.01 CHF 450'000 150'000 450'000 150'000 455'047 CHF 153'182 CHF 96.84% 96.84%
04.07.2024 0.98% 1.01 CHF 1.02 CHF 450'000 150'000 450'000 150'000 458'173 CHF 154'224 CHF 99.41% 99.41%
03.07.2024 0.97% 1.01 CHF 1.02 CHF 450'000 150'000 450'000 150'000 462'177 CHF 155'559 CHF 97.27% 97.27%
02.07.2024 0.98% 1.02 CHF 1.03 CHF 450'000 150'000 450'000 150'000 455'596 CHF 153'365 CHF 94.60% 94.60%

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