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% 1.26 CHF 1.27 CHF 300'000 100'000 300'000 100'000 393'250 CHF 132'083 CHF 99.19% 99.19%
12.07.2024 0.74% 1.36 CHF 1.37 CHF 300'000 100'000 300'000 100'000 405'690 CHF 136'230 CHF 99.27% 99.27%
11.07.2024 0.73% 1.33 CHF 1.34 CHF 300'000 100'000 300'000 100'000 407'014 CHF 136'671 CHF 99.23% 99.23%
10.07.2024 0.78% 1.32 CHF 1.33 CHF 300'000 100'000 300'000 100'000 382'776 CHF 128'592 CHF 99.23% 99.23%
09.07.2024 0.80% 1.23 CHF 1.24 CHF 300'000 100'000 300'000 100'000 372'957 CHF 125'319 CHF 99.24% 99.24%
08.07.2024 0.79% 1.26 CHF 1.27 CHF 300'000 100'000 300'000 100'000 377'936 CHF 126'979 CHF 99.24% 99.24%
05.07.2024 0.83% 1.19 CHF 1.20 CHF 300'000 100'000 300'000 100'000 359'388 CHF 120'796 CHF 99.23% 99.23%
04.07.2024 0.85% 1.20 CHF 1.21 CHF 300'000 100'000 300'000 100'000 352'960 CHF 118'653 CHF 99.23% 99.23%
03.07.2024 0.85% 1.16 CHF 1.17 CHF 300'000 100'000 300'000 100'000 349'539 CHF 117'513 CHF 99.23% 99.23%
02.07.2024 0.84% 1.18 CHF 1.19 CHF 300'000 100'000 300'000 100'000 357'193 CHF 120'064 CHF 99.24% 99.24%

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