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 0.59% 1.64 CHF 1.65 CHF 450'000 150'000 450'000 150'000 759'758 CHF 254'753 CHF 99.62% 99.62%
12.07.2024 0.62% 1.69 CHF 1.70 CHF 450'000 150'000 450'000 150'000 721'564 CHF 242'021 CHF 99.71% 99.71%
11.07.2024 0.59% 1.62 CHF 1.63 CHF 450'000 150'000 450'000 150'000 760'598 CHF 255'033 CHF 99.07% 99.07%
10.07.2024 0.62% 1.66 CHF 1.67 CHF 450'000 150'000 450'000 150'000 721'348 CHF 241'949 CHF 99.57% 99.57%
09.07.2024 0.61% 1.59 CHF 1.60 CHF 450'000 150'000 450'000 150'000 735'763 CHF 246'754 CHF 99.56% 99.56%
08.07.2024 0.60% 1.65 CHF 1.66 CHF 450'000 150'000 450'000 150'000 750'597 CHF 251'699 CHF 99.56% 99.56%
05.07.2024 0.61% 1.63 CHF 1.64 CHF 450'000 150'000 450'000 150'000 740'271 CHF 248'257 CHF 99.58% 99.58%
04.07.2024 0.61% 1.61 CHF 1.62 CHF 450'000 150'000 450'000 150'000 730'241 CHF 244'914 CHF 99.57% 99.57%
03.07.2024 0.62% 1.62 CHF 1.63 CHF 450'000 150'000 450'000 150'000 726'156 CHF 243'552 CHF 99.52% 99.52%
02.07.2024 0.67% 1.52 CHF 1.53 CHF 450'000 150'000 450'000 150'000 667'612 CHF 224'037 CHF 99.58% 99.58%

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