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 0.61% 1.56 CHF 1.57 CHF 500'000 150'000 500'000 150'000 814'503 CHF 245'851 CHF 99.37% 99.37%
12.07.2024 0.60% 1.65 CHF 1.66 CHF 500'000 150'000 500'000 150'000 834'090 CHF 251'727 CHF 99.38% 99.38%
11.07.2024 0.61% 1.63 CHF 1.64 CHF 500'000 150'000 500'000 150'000 813'171 CHF 245'451 CHF 99.37% 99.37%
10.07.2024 0.67% 1.52 CHF 1.53 CHF 500'000 150'000 500'000 150'000 749'157 CHF 226'247 CHF 99.37% 99.37%
09.07.2024 0.67% 1.52 CHF 1.53 CHF 500'000 150'000 500'000 150'000 749'170 CHF 226'251 CHF 99.37% 99.37%
08.07.2024 0.67% 1.49 CHF 1.50 CHF 500'000 150'000 500'000 150'000 744'078 CHF 224'723 CHF 99.38% 99.38%
05.07.2024 0.68% 1.48 CHF 1.49 CHF 500'000 150'000 500'000 150'000 736'348 CHF 222'404 CHF 99.38% 99.38%
04.07.2024 0.69% 1.45 CHF 1.46 CHF 500'000 150'000 500'000 150'000 719'659 CHF 217'398 CHF 98.82% 98.82%
03.07.2024 0.74% 1.35 CHF 1.36 CHF 500'000 150'000 500'000 150'000 677'192 CHF 204'658 CHF 99.37% 99.37%
02.07.2024 0.75% 1.33 CHF 1.34 CHF 500'000 150'000 500'000 150'000 661'753 CHF 200'026 CHF 99.37% 99.37%

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