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 1.15% 0.87 CHF 0.88 CHF 145'000 145'000 145'000 145'000 125'582 CHF 127'032 CHF 93.90% 93.90%
12.07.2024 1.26% 0.81 CHF 0.82 CHF 145'000 145'000 146'931 146'931 115'547 CHF 117'017 CHF 95.03% 95.03%
11.07.2024 1.35% 0.74 CHF 0.75 CHF 150'000 150'000 149'856 149'856 110'278 CHF 111'778 CHF 94.58% 94.58%
10.07.2024 1.55% 0.70 CHF 0.71 CHF 150'000 150'000 150'006 150'006 96'034 CHF 97'534 CHF 94.44% 94.44%
09.07.2024 1.62% 0.60 CHF 0.61 CHF 155'000 155'000 152'745 152'745 93'670 CHF 95'199 CHF 94.23% 94.23%
08.07.2024 1.72% 0.57 CHF 0.58 CHF 155'000 155'000 155'000 155'000 89'371 CHF 90'921 CHF 94.84% 94.84%
05.07.2024 1.62% 0.58 CHF 0.59 CHF 155'000 155'000 152'951 152'951 93'781 CHF 95'310 CHF 94.73% 94.73%
04.07.2024 1.80% 0.58 CHF 0.59 CHF 155'000 155'000 155'000 155'000 85'507 CHF 87'057 CHF 95.81% 95.81%
03.07.2024 1.52% 0.63 CHF 0.64 CHF 150'000 150'000 150'043 150'043 97'766 CHF 99'266 CHF 90.75% 90.75%
02.07.2024 1.48% 0.69 CHF 0.70 CHF 150'000 150'000 150'000 150'000 100'391 CHF 101'891 CHF 94.33% 94.33%

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