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 1.04% 0.97 CHF 0.98 CHF 60'000 60'000 33'072 33'072 32'202 CHF 32'533 CHF 100.00% 100.00%
12.07.2024 1.15% 0.94 CHF 0.95 CHF 60'000 60'000 33'289 33'289 29'804 CHF 30'138 CHF 99.94% 99.94%
11.07.2024 1.18% 0.89 CHF 0.90 CHF 60'000 60'000 32'806 32'806 28'807 CHF 29'139 CHF 99.43% 99.43%
10.07.2024 1.23% 0.85 CHF 0.86 CHF 65'000 65'000 35'424 35'424 29'329 CHF 29'684 CHF 99.84% 99.84%
09.07.2024 1.30% 0.77 CHF 0.78 CHF 65'000 65'000 35'983 35'983 27'938 CHF 28'298 CHF 99.66% 99.66%
08.07.2024 1.33% 0.75 CHF 0.76 CHF 65'000 65'000 35'883 35'883 27'470 CHF 27'830 CHF 100.00% 100.00%
05.07.2024 1.26% 0.84 CHF 0.85 CHF 65'000 65'000 35'849 35'849 29'036 CHF 29'395 CHF 99.53% 99.53%
04.07.2024 1.29% 0.78 CHF 0.79 CHF 33'000 33'000 29'239 29'239 22'551 CHF 22'843 CHF 98.93% 98.93%
03.07.2024 1.46% 0.77 CHF 0.78 CHF 65'000 65'000 35'268 35'268 24'933 CHF 25'287 CHF 98.22% 98.22%
02.07.2024 1.59% 0.62 CHF 0.63 CHF 65'000 65'000 35'755 35'755 22'822 CHF 23'180 CHF 100.00% 100.00%

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