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% 0.98 CHF 0.99 CHF 300'000 100'000 300'000 100'000 293'800 CHF 98'933 CHF 99.27% 99.27%
12.07.2024 0.99% 1.01 CHF 1.02 CHF 300'000 100'000 300'000 100'000 301'431 CHF 101'477 CHF 99.27% 99.27%
11.07.2024 0.99% 1.05 CHF 1.06 CHF 300'000 100'000 300'000 100'000 303'088 CHF 102'029 CHF 99.27% 99.27%
10.07.2024 1.03% 0.98 CHF 0.99 CHF 300'000 100'000 300'000 100'000 289'120 CHF 97'373 CHF 99.27% 99.27%
09.07.2024 1.01% 1.00 CHF 1.01 CHF 300'000 100'000 300'000 100'000 296'027 CHF 99'676 CHF 99.27% 99.27%
08.07.2024 1.07% 0.93 CHF 0.94 CHF 300'000 100'000 300'000 100'000 278'873 CHF 93'958 CHF 99.24% 99.24%
05.07.2024 1.10% 0.90 CHF 0.91 CHF 300'000 100'000 300'000 100'000 270'880 CHF 91'293 CHF 99.27% 99.27%
04.07.2024 1.01% 0.97 CHF 0.98 CHF 300'000 100'000 300'000 100'000 295'803 CHF 99'601 CHF 99.27% 99.27%
03.07.2024 1.01% 0.98 CHF 0.99 CHF 300'000 100'000 300'000 100'000 294'594 CHF 99'198 CHF 99.27% 99.27%
02.07.2024 1.03% 0.96 CHF 0.97 CHF 300'000 100'000 300'000 100'000 289'749 CHF 97'583 CHF 99.27% 99.27%

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