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 0.64% 1.53 CHF 1.54 CHF 450'000 150'000 450'000 150'000 697'847 CHF 234'116 CHF 99.03% 99.03%
12.07.2024 0.66% 1.61 CHF 1.62 CHF 450'000 150'000 450'000 150'000 677'733 CHF 227'411 CHF 99.21% 99.21%
11.07.2024 0.70% 1.46 CHF 1.47 CHF 450'000 150'000 450'000 150'000 642'460 CHF 215'653 CHF 98.95% 98.95%
10.07.2024 0.73% 1.41 CHF 1.42 CHF 450'000 150'000 450'000 150'000 616'722 CHF 207'074 CHF 99.19% 99.19%
09.07.2024 0.73% 1.32 CHF 1.33 CHF 450'000 150'000 450'000 150'000 616'753 CHF 207'084 CHF 99.08% 99.08%
08.07.2024 0.69% 1.43 CHF 1.44 CHF 450'000 150'000 450'000 150'000 649'012 CHF 217'837 CHF 99.08% 99.08%
05.07.2024 0.68% 1.43 CHF 1.44 CHF 450'000 150'000 450'000 150'000 664'107 CHF 222'869 CHF 99.07% 99.07%
04.07.2024 0.70% 1.44 CHF 1.45 CHF 450'000 150'000 450'000 150'000 642'409 CHF 215'636 CHF 99.06% 99.06%
03.07.2024 0.71% 1.43 CHF 1.44 CHF 450'000 150'000 450'000 150'000 630'493 CHF 211'664 CHF 99.18% 99.18%
02.07.2024 0.72% 1.38 CHF 1.39 CHF 450'000 150'000 450'000 150'000 619'285 CHF 207'928 CHF 99.17% 99.17%

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