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 0.81% 1.35 CHF 1.36 CHF 600'000 200'000 600'000 200'000 737'828 CHF 247'943 CHF 97.83% 97.83%
12.07.2024 0.93% 1.09 CHF 1.10 CHF 750'000 250'000 750'000 250'000 802'632 CHF 270'044 CHF 98.47% 98.47%
11.07.2024 0.88% 1.15 CHF 1.16 CHF 600'000 200'000 600'000 200'000 680'419 CHF 228'806 CHF 98.44% 98.44%
10.07.2024 0.87% 1.09 CHF 1.10 CHF 600'000 200'000 600'000 200'000 683'248 CHF 229'749 CHF 99.02% 99.02%
09.07.2024 0.87% 1.13 CHF 1.14 CHF 600'000 200'000 600'000 200'000 690'657 CHF 232'219 CHF 98.87% 98.87%
08.07.2024 0.86% 1.13 CHF 1.14 CHF 600'000 200'000 600'000 200'000 697'941 CHF 234'647 CHF 99.04% 99.04%
05.07.2024 0.96% 1.11 CHF 1.12 CHF 600'000 200'000 600'000 200'000 624'957 CHF 210'319 CHF 98.66% 98.66%
04.07.2024 0.90% 1.10 CHF 1.11 CHF 600'000 200'000 600'000 200'000 664'970 CHF 223'657 CHF 99.37% 99.37%
03.07.2024 0.85% 1.17 CHF 1.18 CHF 600'000 200'000 600'000 200'000 705'291 CHF 237'097 CHF 99.41% 99.41%
02.07.2024 0.80% 1.24 CHF 1.25 CHF 600'000 200'000 600'000 200'000 748'627 CHF 251'542 CHF 98.99% 98.99%

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