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 0.97% 1.04 CHF 1.05 CHF 600'000 200'000 600'000 200'000 618'643 CHF 208'214 CHF 99.27% 99.27%
12.07.2024 1.01% 1.04 CHF 1.05 CHF 600'000 200'000 600'000 200'000 593'795 CHF 199'932 CHF 99.27% 99.27%
11.07.2024 1.04% 0.98 CHF 0.99 CHF 600'000 200'000 600'000 200'000 573'818 CHF 193'273 CHF 99.27% 99.27%
10.07.2024 1.07% 0.91 CHF 0.92 CHF 600'000 200'000 600'000 200'000 555'800 CHF 187'267 CHF 99.27% 99.27%
09.07.2024 1.07% 0.91 CHF 0.92 CHF 600'000 200'000 600'000 200'000 555'415 CHF 187'138 CHF 99.27% 99.27%
08.07.2024 1.04% 0.95 CHF 0.96 CHF 600'000 200'000 600'000 200'000 576'524 CHF 194'175 CHF 99.20% 99.20%
05.07.2024 1.04% 0.94 CHF 0.95 CHF 600'000 200'000 600'000 200'000 575'514 CHF 193'838 CHF 99.26% 99.26%
04.07.2024 1.07% 0.91 CHF 0.92 CHF 600'000 200'000 600'000 200'000 557'318 CHF 187'773 CHF 99.27% 99.27%
03.07.2024 1.13% 0.88 CHF 0.89 CHF 600'000 200'000 600'000 200'000 526'989 CHF 177'663 CHF 99.27% 99.27%
02.07.2024 1.28% 0.79 CHF 0.80 CHF 600'000 200'000 600'000 200'000 464'652 CHF 156'884 CHF 99.27% 99.27%

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