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 1.01% 0.98 CHF 0.99 CHF 74'000 74'000 70'837 70'837 70'041 CHF 70'749 CHF 100.00% 100.00%
12.07.2024 0.96% 1.04 CHF 1.05 CHF 72'000 72'000 70'126 70'126 72'379 CHF 73'080 CHF 100.00% 100.00%
11.07.2024 0.97% 1.02 CHF 1.03 CHF 72'000 72'000 70'086 70'086 72'004 CHF 72'705 CHF 100.00% 100.00%
10.07.2024 0.99% 1.03 CHF 1.04 CHF 72'000 72'000 70'724 70'724 71'457 CHF 72'165 CHF 100.00% 100.00%
09.07.2024 0.97% 1.00 CHF 1.01 CHF 74'000 74'000 70'618 70'618 72'219 CHF 72'925 CHF 100.00% 100.00%
08.07.2024 0.97% 1.03 CHF 1.04 CHF 72'000 72'000 70'128 70'128 72'227 CHF 72'929 CHF 100.00% 100.00%
05.07.2024 0.94% 1.04 CHF 1.05 CHF 72'000 72'000 70'120 70'120 74'048 CHF 74'750 CHF 99.81% 99.81%
04.07.2024 0.96% 1.04 CHF 1.05 CHF 72'000 72'000 70'119 70'119 72'415 CHF 73'116 CHF 99.49% 99.49%
03.07.2024 0.99% 1.02 CHF 1.03 CHF 72'000 72'000 71'636 71'636 72'050 CHF 72'766 CHF 99.36% 99.36%
02.07.2024 1.09% 0.94 CHF 0.95 CHF 74'000 74'000 73'938 73'938 67'494 CHF 68'233 CHF 100.00% 100.00%

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