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 0.63% 1.66 CHF 1.67 CHF 300'000 100'000 300'000 100'000 478'630 CHF 160'543 CHF 98.90% 98.90%
12.07.2024 0.62% 1.60 CHF 1.61 CHF 300'000 100'000 300'000 100'000 480'778 CHF 161'260 CHF 99.30% 99.30%
11.07.2024 0.57% 1.64 CHF 1.65 CHF 300'000 100'000 300'000 100'000 527'270 CHF 176'757 CHF 98.84% 98.84%
10.07.2024 0.57% 1.75 CHF 1.76 CHF 300'000 100'000 300'000 100'000 523'408 CHF 175'469 CHF 99.27% 99.27%
09.07.2024 0.57% 1.75 CHF 1.76 CHF 300'000 100'000 300'000 100'000 523'345 CHF 175'448 CHF 97.98% 97.98%
08.07.2024 0.57% 1.74 CHF 1.75 CHF 300'000 100'000 300'000 100'000 523'993 CHF 175'664 CHF 99.43% 99.43%
05.07.2024 0.60% 1.75 CHF 1.76 CHF 300'000 100'000 300'000 100'000 498'634 CHF 167'211 CHF 99.31% 99.31%
04.07.2024 0.61% 1.64 CHF 1.65 CHF 300'000 100'000 300'000 100'000 490'332 CHF 164'444 CHF 99.56% 99.56%
03.07.2024 0.62% 1.62 CHF 1.63 CHF 300'000 100'000 300'000 100'000 484'103 CHF 162'368 CHF 99.45% 99.45%
02.07.2024 0.65% 1.56 CHF 1.57 CHF 300'000 100'000 300'000 100'000 458'035 CHF 153'678 CHF 99.50% 99.50%

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