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 0.50% 2.04 CHF 2.05 CHF 150'000 50'000 150'000 50'000 300'434 CHF 100'645 CHF 99.16% 99.16%
12.07.2024 0.50% 2.03 CHF 2.04 CHF 150'000 50'000 150'000 50'000 298'981 CHF 100'160 CHF 99.27% 99.27%
11.07.2024 0.50% 1.94 CHF 1.95 CHF 150'000 50'000 150'000 50'000 296'961 CHF 99'487 CHF 99.24% 99.24%
10.07.2024 0.50% 1.99 CHF 2.00 CHF 150'000 50'000 150'000 50'000 298'489 CHF 99'997 CHF 99.23% 99.23%
09.07.2024 0.51% 1.96 CHF 1.97 CHF 150'000 50'000 150'000 50'000 292'316 CHF 97'939 CHF 99.24% 99.24%
08.07.2024 0.52% 1.86 CHF 1.87 CHF 150'000 50'000 150'000 50'000 289'263 CHF 96'921 CHF 99.24% 99.24%
05.07.2024 0.50% 1.97 CHF 1.98 CHF 150'000 50'000 150'000 50'000 296'530 CHF 99'343 CHF 99.23% 99.23%
04.07.2024 0.51% 1.97 CHF 1.98 CHF 150'000 50'000 150'000 50'000 295'879 CHF 99'126 CHF 99.23% 99.23%
03.07.2024 0.51% 1.98 CHF 1.99 CHF 150'000 50'000 150'000 50'000 294'740 CHF 98'747 CHF 99.24% 99.24%
02.07.2024 0.51% 1.94 CHF 1.95 CHF 150'000 50'000 150'000 50'000 292'969 CHF 98'156 CHF 99.23% 99.23%

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