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 0.70% 1.49 CHF 1.50 CHF 120'000 120'000 114'660 114'660 172'723 CHF 173'876 CHF 99.07% 99.07%
12.07.2024 0.72% 1.52 CHF 1.53 CHF 120'000 120'000 118'789 118'789 168'151 CHF 169'340 CHF 99.68% 99.68%
11.07.2024 0.72% 1.44 CHF 1.45 CHF 120'000 120'000 118'618 118'618 167'017 CHF 168'204 CHF 99.58% 99.58%
10.07.2024 0.74% 1.39 CHF 1.40 CHF 120'000 120'000 119'664 119'664 165'347 CHF 166'544 CHF 99.89% 99.89%
09.07.2024 0.71% 1.34 CHF 1.35 CHF 120'000 120'000 118'536 118'536 169'774 CHF 170'963 CHF 99.24% 99.24%
08.07.2024 0.66% 1.48 CHF 1.49 CHF 120'000 120'000 118'590 118'590 184'665 CHF 185'854 CHF 99.85% 99.85%
05.07.2024 0.65% 1.53 CHF 1.54 CHF 120'000 120'000 118'682 118'682 186'082 CHF 187'271 CHF 98.19% 98.19%
04.07.2024 0.70% 1.45 CHF 1.46 CHF 120'000 120'000 118'837 118'837 173'302 CHF 174'492 CHF 99.71% 99.71%
03.07.2024 0.71% 1.47 CHF 1.48 CHF 120'000 120'000 118'793 118'793 171'314 CHF 172'503 CHF 100.00% 100.00%
02.07.2024 0.76% 1.36 CHF 1.37 CHF 130'000 130'000 127'839 127'839 171'867 CHF 173'147 CHF 99.92% 99.92%

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