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 0.33% 2.83 CHF 2.84 CHF 150'000 150'000 150'000 150'000 447'745 CHF 449'245 CHF 98.60% 98.60%
12.07.2024 0.34% 3.00 CHF 3.01 CHF 150'000 150'000 150'000 150'000 435'875 CHF 437'375 CHF 99.23% 99.23%
11.07.2024 0.36% 2.78 CHF 2.79 CHF 150'000 150'000 150'000 150'000 413'795 CHF 415'295 CHF 97.57% 97.57%
10.07.2024 0.41% 2.55 CHF 2.56 CHF 150'000 150'000 150'000 150'000 361'198 CHF 362'698 CHF 99.20% 99.20%
09.07.2024 0.41% 2.35 CHF 2.36 CHF 150'000 150'000 150'000 150'000 367'793 CHF 369'293 CHF 99.30% 99.30%
08.07.2024 0.42% 2.36 CHF 2.37 CHF 150'000 150'000 150'000 150'000 356'197 CHF 357'697 CHF 97.58% 97.58%
05.07.2024 0.41% 2.28 CHF 2.29 CHF 150'000 150'000 150'000 150'000 361'335 CHF 362'835 CHF 99.28% 99.28%
04.07.2024 0.42% 2.43 CHF 2.44 CHF 150'000 150'000 150'000 150'000 355'979 CHF 357'479 CHF 99.17% 99.17%
03.07.2024 0.43% 2.32 CHF 2.33 CHF 150'000 150'000 150'000 150'000 347'436 CHF 348'936 CHF 99.16% 99.16%
02.07.2024 0.46% 2.27 CHF 2.28 CHF 150'000 150'000 150'000 150'000 323'504 CHF 325'004 CHF 99.16% 99.16%

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