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 1.23% 0.83 CHF 0.84 CHF 250'000 100'000 250'000 100'000 201'563 CHF 81'625 CHF 99.17% 99.17%
12.07.2024 1.23% 0.79 CHF 0.80 CHF 250'000 100'000 250'000 100'000 201'621 CHF 81'648 CHF 99.17% 99.17%
11.07.2024 1.29% 0.77 CHF 0.78 CHF 250'000 100'000 250'000 100'000 193'288 CHF 78'315 CHF 99.16% 99.16%
10.07.2024 1.25% 0.79 CHF 0.80 CHF 250'000 100'000 250'000 100'000 198'349 CHF 80'340 CHF 99.16% 99.16%
09.07.2024 1.27% 0.79 CHF 0.80 CHF 250'000 100'000 250'000 100'000 194'873 CHF 78'949 CHF 99.17% 99.17%
08.07.2024 1.34% 0.76 CHF 0.77 CHF 250'000 100'000 250'000 100'000 185'699 CHF 75'280 CHF 99.15% 99.15%
05.07.2024 1.37% 0.74 CHF 0.75 CHF 250'000 100'000 250'000 100'000 181'808 CHF 73'723 CHF 99.16% 99.16%
04.07.2024 1.27% 0.78 CHF 0.79 CHF 250'000 100'000 250'000 100'000 194'991 CHF 78'996 CHF 99.17% 99.17%
03.07.2024 1.32% 0.75 CHF 0.76 CHF 250'000 100'000 250'000 100'000 188'450 CHF 76'380 CHF 99.17% 99.17%
02.07.2024 1.24% 0.79 CHF 0.80 CHF 250'000 100'000 250'000 100'000 200'817 CHF 81'327 CHF 99.16% 99.16%

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