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 0.64% 1.57 CHF 1.58 CHF 450'000 150'000 450'000 150'000 705'008 CHF 236'503 CHF 99.27% 99.27%
12.07.2024 0.65% 1.58 CHF 1.59 CHF 450'000 150'000 450'000 150'000 686'178 CHF 230'226 CHF 99.27% 99.27%
11.07.2024 0.67% 1.51 CHF 1.52 CHF 450'000 150'000 450'000 150'000 668'890 CHF 224'463 CHF 99.27% 99.27%
10.07.2024 0.69% 1.43 CHF 1.44 CHF 450'000 150'000 450'000 150'000 652'767 CHF 219'089 CHF 99.27% 99.27%
09.07.2024 0.69% 1.43 CHF 1.44 CHF 450'000 150'000 450'000 150'000 652'171 CHF 218'890 CHF 99.27% 99.27%
08.07.2024 0.67% 1.48 CHF 1.49 CHF 450'000 150'000 450'000 150'000 669'134 CHF 224'545 CHF 99.20% 99.20%
05.07.2024 0.67% 1.46 CHF 1.47 CHF 450'000 150'000 450'000 150'000 666'117 CHF 223'539 CHF 99.26% 99.26%
04.07.2024 0.69% 1.43 CHF 1.44 CHF 450'000 150'000 450'000 150'000 649'537 CHF 218'012 CHF 99.27% 99.27%
03.07.2024 0.72% 1.39 CHF 1.40 CHF 450'000 150'000 450'000 150'000 624'789 CHF 209'763 CHF 99.27% 99.27%
02.07.2024 0.78% 1.28 CHF 1.29 CHF 450'000 150'000 451'616 150'539 573'404 CHF 192'640 CHF 99.27% 99.27%

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