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 0.71% 1.40 CHF 1.41 CHF 300'000 100'000 300'000 100'000 419'398 CHF 140'799 CHF 96.85% 96.85%
12.07.2024 0.72% 1.42 CHF 1.43 CHF 300'000 100'000 300'000 100'000 413'685 CHF 138'895 CHF 98.81% 98.81%
11.07.2024 0.72% 1.36 CHF 1.37 CHF 300'000 100'000 300'000 100'000 415'593 CHF 139'531 CHF 99.03% 99.03%
10.07.2024 0.75% 1.35 CHF 1.36 CHF 300'000 100'000 300'000 100'000 400'799 CHF 134'600 CHF 96.54% 96.54%
09.07.2024 0.75% 1.32 CHF 1.33 CHF 300'000 100'000 300'000 100'000 397'368 CHF 133'456 CHF 98.10% 98.10%
08.07.2024 0.79% 1.30 CHF 1.31 CHF 300'000 100'000 300'000 100'000 380'583 CHF 127'861 CHF 98.81% 98.81%
05.07.2024 0.85% 1.13 CHF 1.14 CHF 300'000 100'000 300'000 100'000 353'546 CHF 118'849 CHF 94.94% 94.94%
04.07.2024 0.84% 1.20 CHF 1.21 CHF 300'000 100'000 300'000 100'000 356'240 CHF 119'747 CHF 98.66% 98.66%
03.07.2024 0.85% 1.15 CHF 1.16 CHF 300'000 100'000 300'000 100'000 350'256 CHF 117'752 CHF 99.11% 99.11%
02.07.2024 0.84% 1.22 CHF 1.23 CHF 300'000 100'000 300'000 100'000 354'993 CHF 119'331 CHF 98.63% 98.63%

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