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 0.91% 1.09 CHF 1.10 CHF 300'000 100'000 300'000 100'000 326'656 CHF 109'885 CHF 86.23% 86.23%
12.07.2024 0.97% 1.05 CHF 1.06 CHF 300'000 100'000 300'000 100'000 308'174 CHF 103'725 CHF 99.31% 99.31%
11.07.2024 1.07% 0.95 CHF 0.96 CHF 300'000 100'000 300'000 100'000 277'755 CHF 93'585 CHF 97.99% 97.99%
10.07.2024 1.01% 0.98 CHF 0.99 CHF 300'000 100'000 300'000 100'000 295'829 CHF 99'610 CHF 95.90% 95.90%
09.07.2024 1.02% 0.95 CHF 0.96 CHF 300'000 100'000 300'000 100'000 292'034 CHF 98'345 CHF 96.67% 96.67%
08.07.2024 0.94% 1.02 CHF 1.03 CHF 300'000 100'000 300'000 100'000 316'316 CHF 106'439 CHF 92.95% 92.95%
05.07.2024 0.98% 1.08 CHF 1.09 CHF 300'000 100'000 300'000 100'000 304'111 CHF 102'370 CHF 95.51% 95.51%
04.07.2024 0.99% 1.02 CHF 1.03 CHF 300'000 100'000 300'000 100'000 300'981 CHF 101'327 CHF 99.31% 99.31%
03.07.2024 0.96% 0.97 CHF 0.98 CHF 300'000 100'000 300'000 100'000 312'576 CHF 105'192 CHF 97.74% 97.74%
02.07.2024 0.88% 1.03 CHF 1.04 CHF 300'000 100'000 300'000 100'000 339'388 CHF 114'129 CHF 99.31% 99.31%

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