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 0.95% 0.98 CHF 0.99 CHF 250'000 100'000 250'000 100'000 260'728 CHF 105'291 CHF 99.37% 99.37%
12.07.2024 0.92% 1.07 CHF 1.08 CHF 250'000 100'000 250'000 100'000 270'759 CHF 109'303 CHF 99.38% 99.38%
11.07.2024 0.96% 1.05 CHF 1.06 CHF 250'000 100'000 250'000 100'000 260'450 CHF 105'180 CHF 99.38% 99.38%
10.07.2024 1.09% 0.93 CHF 0.94 CHF 250'000 100'000 250'000 100'000 228'508 CHF 92'403 CHF 99.36% 99.36%
09.07.2024 1.09% 0.93 CHF 0.94 CHF 250'000 100'000 250'000 100'000 228'591 CHF 92'436 CHF 99.38% 99.38%
08.07.2024 1.10% 0.91 CHF 0.92 CHF 250'000 100'000 250'000 100'000 226'405 CHF 91'562 CHF 99.38% 99.38%
05.07.2024 1.12% 0.90 CHF 0.91 CHF 250'000 100'000 250'000 100'000 222'478 CHF 89'991 CHF 99.14% 99.14%
04.07.2024 1.16% 0.87 CHF 0.88 CHF 250'000 100'000 250'000 100'000 214'230 CHF 86'692 CHF 99.38% 99.38%
03.07.2024 1.29% 0.77 CHF 0.78 CHF 250'000 100'000 250'000 100'000 193'065 CHF 78'226 CHF 99.38% 99.38%
02.07.2024 1.34% 0.75 CHF 0.76 CHF 250'000 100'000 250'000 100'000 185'535 CHF 75'214 CHF 99.37% 99.37%

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