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 1.02% 0.99 CHF 1.00 CHF 200'000 200'000 200'000 200'000 195'468 CHF 197'468 CHF 99.51% 99.51%
12.07.2024 1.01% 1.01 CHF 1.02 CHF 200'000 200'000 200'000 200'000 197'598 CHF 199'598 CHF 90.64% 90.64%
11.07.2024 1.09% 0.97 CHF 0.98 CHF 200'000 200'000 200'000 200'000 183'177 CHF 185'177 CHF 99.23% 99.23%
10.07.2024 1.12% 0.95 CHF 0.96 CHF 200'000 200'000 200'000 200'000 177'723 CHF 179'723 CHF 99.52% 99.52%
09.07.2024 1.15% 0.85 CHF 0.86 CHF 200'000 200'000 200'000 200'000 172'414 CHF 174'414 CHF 92.48% 92.48%
08.07.2024 0.91% 1.09 CHF 1.10 CHF 200'000 200'000 200'000 200'000 219'216 CHF 221'216 CHF 99.57% 99.57%
05.07.2024 0.88% 1.09 CHF 1.10 CHF 200'000 200'000 200'000 200'000 226'732 CHF 228'732 CHF 98.50% 98.50%
04.07.2024 0.89% 1.13 CHF 1.14 CHF 200'000 200'000 200'000 200'000 224'831 CHF 226'831 CHF 98.68% 98.68%
03.07.2024 0.92% 1.09 CHF 1.10 CHF 200'000 200'000 200'000 200'000 215'572 CHF 217'572 CHF 99.48% 99.48%
02.07.2024 1.01% 1.00 CHF 1.01 CHF 200'000 200'000 200'000 200'000 197'430 CHF 199'430 CHF 99.52% 99.52%

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