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 0.62% 1.63 CHF 1.64 CHF 50'000 50'000 50'000 50'000 80'546 CHF 81'046 CHF 99.49% 99.49%
12.07.2024 0.62% 1.59 CHF 1.60 CHF 50'000 50'000 50'000 50'000 79'916 CHF 80'416 CHF 99.52% 99.52%
11.07.2024 0.63% 1.58 CHF 1.59 CHF 50'000 50'000 50'000 50'000 78'818 CHF 79'318 CHF 97.38% 97.38%
10.07.2024 0.64% 1.53 CHF 1.54 CHF 50'000 50'000 50'000 50'000 77'884 CHF 78'384 CHF 99.51% 99.51%
09.07.2024 0.64% 1.56 CHF 1.57 CHF 50'000 50'000 50'000 50'000 78'089 CHF 78'589 CHF 99.39% 99.39%
08.07.2024 0.69% 1.49 CHF 1.50 CHF 50'000 50'000 50'000 50'000 72'041 CHF 72'541 CHF 99.49% 99.49%
05.07.2024 0.72% 1.43 CHF 1.44 CHF 50'000 50'000 50'000 50'000 68'987 CHF 69'487 CHF 98.51% 98.51%
04.07.2024 0.74% 1.35 CHF 1.36 CHF 50'000 50'000 50'000 50'000 67'639 CHF 68'139 CHF 98.66% 98.66%
03.07.2024 0.71% 1.37 CHF 1.38 CHF 50'000 50'000 50'000 50'000 70'417 CHF 70'917 CHF 98.86% 98.86%
02.07.2024 0.61% 1.65 CHF 1.66 CHF 50'000 50'000 50'000 50'000 82'047 CHF 82'547 CHF 99.06% 99.06%

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