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
12.07.2024 1.07% 0.90 CHF 0.91 CHF 79'000 79'000 79'914 79'914 74'021 CHF 74'820 CHF 99.99% 99.99%
11.07.2024 1.04% 0.95 CHF 0.96 CHF 80'000 80'000 80'570 80'570 77'107 CHF 77'913 CHF 99.82% 99.82%
10.07.2024 0.99% 0.99 CHF 1.00 CHF 81'000 81'000 81'488 81'488 81'858 CHF 82'673 CHF 100.00% 100.00%
09.07.2024 1.03% 1.00 CHF 1.01 CHF 82'000 82'000 80'713 80'713 78'515 CHF 79'323 CHF 99.73% 99.73%
08.07.2024 1.05% 0.96 CHF 0.97 CHF 81'000 81'000 80'315 80'315 76'334 CHF 77'137 CHF 100.00% 100.00%
05.07.2024 1.11% 0.96 CHF 0.97 CHF 81'000 81'000 79'284 79'284 71'319 CHF 72'111 CHF 99.81% 99.81%
04.07.2024 1.06% 0.93 CHF 0.94 CHF 80'000 80'000 80'002 80'002 74'891 CHF 75'691 CHF 100.00% 100.00%
03.07.2024 1.03% 0.95 CHF 0.96 CHF 80'000 80'000 80'610 80'610 77'676 CHF 78'482 CHF 100.00% 100.00%
02.07.2024 0.98% 0.98 CHF 0.99 CHF 81'000 81'000 81'720 81'720 82'781 CHF 83'598 CHF 100.00% 100.00%
01.07.2024 1.02% 0.98 CHF 0.99 CHF 81'000 81'000 80'940 80'940 79'117 CHF 79'926 CHF 89.27% 89.27%

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