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 0.86% 1.15 CHF 1.16 CHF 450'000 150'000 450'000 150'000 522'150 CHF 175'550 CHF 98.29% 98.29%
12.07.2024 0.80% 1.26 CHF 1.27 CHF 450'000 150'000 450'000 150'000 562'976 CHF 189'159 CHF 95.40% 95.40%
11.07.2024 0.83% 1.25 CHF 1.26 CHF 450'000 150'000 450'000 150'000 541'604 CHF 182'035 CHF 98.56% 98.56%
10.07.2024 0.86% 1.17 CHF 1.18 CHF 450'000 150'000 450'000 150'000 522'332 CHF 175'611 CHF 98.45% 98.45%
09.07.2024 0.86% 1.13 CHF 1.14 CHF 450'000 150'000 450'000 150'000 523'953 CHF 176'151 CHF 98.68% 98.68%
08.07.2024 0.84% 1.17 CHF 1.18 CHF 450'000 150'000 450'000 150'000 530'968 CHF 178'489 CHF 96.52% 96.52%
05.07.2024 0.83% 1.21 CHF 1.22 CHF 450'000 150'000 450'000 150'000 539'737 CHF 181'412 CHF 95.65% 95.65%
04.07.2024 0.87% 1.16 CHF 1.17 CHF 450'000 150'000 450'000 150'000 516'416 CHF 173'639 CHF 95.24% 95.24%
03.07.2024 0.92% 1.13 CHF 1.14 CHF 450'000 150'000 450'000 150'000 489'404 CHF 164'635 CHF 98.21% 98.21%
02.07.2024 0.91% 1.09 CHF 1.10 CHF 450'000 150'000 450'000 150'000 492'581 CHF 165'694 CHF 98.19% 98.19%

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