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 1.04% 0.96 CHF 0.97 CHF 450'000 150'000 450'000 150'000 429'195 CHF 144'565 CHF 99.27% 99.27%
12.07.2024 1.02% 0.98 CHF 0.99 CHF 450'000 150'000 450'000 150'000 438'298 CHF 147'599 CHF 99.27% 99.27%
11.07.2024 1.01% 1.01 CHF 1.02 CHF 450'000 150'000 450'000 150'000 442'335 CHF 148'945 CHF 99.27% 99.27%
10.07.2024 1.05% 0.96 CHF 0.97 CHF 450'000 150'000 450'000 150'000 427'017 CHF 143'839 CHF 99.27% 99.27%
09.07.2024 1.03% 0.98 CHF 0.99 CHF 450'000 150'000 450'000 150'000 434'294 CHF 146'265 CHF 99.27% 99.27%
08.07.2024 1.08% 0.92 CHF 0.93 CHF 450'000 150'000 450'000 150'000 413'846 CHF 139'449 CHF 99.24% 99.24%
05.07.2024 1.11% 0.90 CHF 0.91 CHF 450'000 150'000 450'000 150'000 404'803 CHF 136'434 CHF 99.27% 99.27%
04.07.2024 1.03% 0.95 CHF 0.96 CHF 450'000 150'000 450'000 150'000 433'335 CHF 145'945 CHF 99.27% 99.27%
03.07.2024 1.04% 0.96 CHF 0.97 CHF 450'000 150'000 450'000 150'000 432'063 CHF 145'521 CHF 99.27% 99.27%
02.07.2024 1.05% 0.94 CHF 0.95 CHF 450'000 150'000 450'000 150'000 425'957 CHF 143'486 CHF 99.27% 99.27%

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