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 0.80% 1.29 CHF 1.33 CHF 12'000 12'000 75'980 75'980 103'466 CHF 104'237 CHF 98.86% 98.86%
12.07.2024 0.84% 1.32 CHF 1.36 CHF 12'000 12'000 75'931 75'931 98'145 CHF 98'916 CHF 98.98% 98.98%
11.07.2024 0.84% 1.22 CHF 1.26 CHF 12'000 12'000 76'158 76'158 99'577 CHF 100'350 CHF 98.92% 98.92%
10.07.2024 0.87% 1.31 CHF 1.35 CHF 12'000 12'000 77'711 77'711 96'697 CHF 97'485 CHF 98.93% 98.93%
09.07.2024 0.85% 1.27 CHF 1.31 CHF 12'000 12'000 76'990 76'990 99'407 CHF 100'189 CHF 98.73% 98.73%
08.07.2024 0.78% 1.36 CHF 1.40 CHF 12'000 12'000 76'852 76'852 103'297 CHF 104'072 CHF 96.78% 96.78%
05.07.2024 0.83% 1.33 CHF 1.37 CHF 12'000 12'000 76'067 76'067 99'872 CHF 100'644 CHF 98.94% 98.94%
04.07.2024 0.85% 1.30 CHF 1.34 CHF 12'000 12'000 77'251 77'251 98'527 CHF 99'311 CHF 98.50% 98.50%
03.07.2024 0.81% 1.20 CHF 1.24 CHF 12'000 12'000 76'357 76'357 101'726 CHF 102'499 CHF 98.35% 98.35%
02.07.2024 0.75% 1.43 CHF 1.47 CHF 12'000 12'000 74'921 74'921 109'234 CHF 109'994 CHF 98.73% 98.73%

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