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 0.26% 3.83 CHF 3.84 CHF 250'000 100'000 250'000 100'000 958'066 CHF 384'226 CHF 99.37% 99.37%
12.07.2024 0.27% 3.78 CHF 3.79 CHF 250'000 100'000 250'000 100'000 934'624 CHF 374'850 CHF 99.37% 99.37%
11.07.2024 0.27% 3.76 CHF 3.77 CHF 250'000 100'000 250'000 100'000 942'722 CHF 378'089 CHF 98.89% 98.89%
10.07.2024 0.32% 3.12 CHF 3.13 CHF 250'000 100'000 250'000 100'000 785'047 CHF 315'019 CHF 99.36% 99.36%
09.07.2024 0.33% 3.06 CHF 3.07 CHF 250'000 100'000 250'000 100'000 754'324 CHF 302'729 CHF 99.38% 99.38%
08.07.2024 0.34% 2.96 CHF 2.97 CHF 250'000 100'000 250'000 100'000 727'887 CHF 292'155 CHF 99.38% 99.38%
05.07.2024 0.34% 2.96 CHF 2.97 CHF 250'000 100'000 250'000 100'000 735'198 CHF 295'079 CHF 98.76% 98.76%
04.07.2024 0.34% 2.98 CHF 2.99 CHF 250'000 100'000 250'000 100'000 734'136 CHF 294'654 CHF 99.15% 99.15%
03.07.2024 0.30% 3.21 CHF 3.22 CHF 250'000 100'000 250'000 100'000 820'321 CHF 329'129 CHF 99.38% 99.38%
02.07.2024 0.28% 3.50 CHF 3.51 CHF 250'000 100'000 250'000 100'000 877'774 CHF 352'110 CHF 99.38% 99.38%

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