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 0.45% 2.40 CHF 2.41 CHF 200'000 200'000 200'000 200'000 445'291 CHF 447'291 CHF 99.08% 99.08%
12.07.2024 0.46% 2.21 CHF 2.22 CHF 200'000 200'000 200'000 200'000 432'304 CHF 434'304 CHF 98.47% 98.47%
11.07.2024 0.48% 2.26 CHF 2.27 CHF 200'000 200'000 200'000 200'000 415'500 CHF 417'500 CHF 99.25% 99.25%
10.07.2024 0.50% 2.03 CHF 2.04 CHF 200'000 200'000 200'000 200'000 396'757 CHF 398'757 CHF 94.89% 94.89%
09.07.2024 0.54% 1.77 CHF 1.78 CHF 200'000 200'000 200'000 200'000 370'002 CHF 372'002 CHF 99.45% 99.45%
08.07.2024 0.52% 1.94 CHF 1.95 CHF 200'000 200'000 200'000 200'000 384'326 CHF 386'326 CHF 99.81% 99.81%
05.07.2024 0.51% 2.06 CHF 2.07 CHF 200'000 200'000 200'000 200'000 388'353 CHF 390'353 CHF 99.75% 99.75%
04.07.2024 0.53% 1.89 CHF 1.90 CHF 200'000 200'000 200'000 200'000 378'481 CHF 380'481 CHF 99.81% 99.81%
03.07.2024 0.54% 1.93 CHF 1.94 CHF 200'000 200'000 200'000 200'000 371'119 CHF 373'119 CHF 99.11% 99.11%
02.07.2024 0.59% 1.71 CHF 1.72 CHF 200'000 200'000 200'000 200'000 339'320 CHF 341'320 CHF 99.81% 99.81%

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