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 0.94% 1.08 CHF 1.09 CHF 300'000 100'000 426'744 142'248 451'613 CHF 151'960 CHF 99.59% 99.59%
12.07.2024 0.91% 1.10 CHF 1.11 CHF 300'000 100'000 314'322 104'774 343'792 CHF 115'645 CHF 99.59% 99.59%
11.07.2024 0.87% 1.07 CHF 1.08 CHF 450'000 150'000 351'466 117'155 398'692 CHF 134'069 CHF 93.75% 93.75%
10.07.2024 0.90% 1.09 CHF 1.10 CHF 450'000 150'000 450'000 150'000 497'297 CHF 167'266 CHF 98.49% 98.49%
09.07.2024 0.92% 1.11 CHF 1.12 CHF 450'000 150'000 450'000 150'000 488'556 CHF 164'352 CHF 99.03% 99.03%
08.07.2024 0.91% 1.08 CHF 1.09 CHF 450'000 150'000 450'000 150'000 490'912 CHF 165'137 CHF 99.58% 99.58%
05.07.2024 1.00% 1.01 CHF 1.02 CHF 450'000 150'000 450'000 150'000 446'507 CHF 150'336 CHF 89.75% 89.75%
04.07.2024 0.99% 1.02 CHF 1.03 CHF 450'000 150'000 450'000 150'000 453'611 CHF 152'704 CHF 99.19% 99.19%
03.07.2024 1.01% 0.97 CHF 0.98 CHF 450'000 150'000 450'000 150'000 441'400 CHF 148'633 CHF 97.73% 97.73%
02.07.2024 1.04% 0.95 CHF 0.96 CHF 450'000 150'000 450'000 150'000 429'330 CHF 144'610 CHF 95.41% 95.41%

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