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 0.75% 2.30 CHF 2.31 CHF 94'000 94'000 41'198 41'198 96'679 CHF 97'299 CHF 100.00% 100.00%
12.07.2024 0.75% 2.44 CHF 2.45 CHF 90'000 90'000 39'489 39'489 99'648 CHF 100'252 CHF 100.00% 100.00%
11.07.2024 0.80% 2.35 CHF 2.36 CHF 92'000 92'000 41'766 41'766 96'155 CHF 96'791 CHF 99.98% 99.98%
10.07.2024 0.84% 2.14 CHF 2.15 CHF 96'000 96'000 43'062 43'062 92'237 CHF 92'890 CHF 99.89% 99.89%
09.07.2024 0.83% 2.13 CHF 2.14 CHF 96'000 96'000 43'007 43'007 93'043 CHF 93'695 CHF 99.77% 99.77%
08.07.2024 0.80% 2.16 CHF 2.17 CHF 96'000 96'000 42'551 42'551 94'989 CHF 95'633 CHF 99.31% 99.31%
05.07.2024 0.82% 2.16 CHF 2.17 CHF 96'000 96'000 42'860 42'860 93'169 CHF 93'818 CHF 100.00% 100.00%
04.07.2024 0.92% 2.16 CHF 2.18 CHF 39'000 39'000 31'053 31'053 67'153 CHF 67'774 CHF 99.65% 99.65%
03.07.2024 0.79% 2.13 CHF 2.14 CHF 96'000 96'000 42'284 42'284 94'500 CHF 95'140 CHF 100.00% 100.00%
02.07.2024 0.84% 2.11 CHF 2.12 CHF 96'000 96'000 42'779 42'779 91'745 CHF 92'394 CHF 100.00% 100.00%

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