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 1.65% 0.60 CHF 0.61 CHF 350'000 150'000 350'000 150'000 210'907 CHF 91'889 CHF 98.86% 98.86%
12.07.2024 1.66% 0.59 CHF 0.60 CHF 350'000 150'000 350'000 150'000 209'228 CHF 91'169 CHF 99.26% 99.26%
11.07.2024 2.24% 0.57 CHF 0.58 CHF 350'000 150'000 350'000 150'000 155'316 CHF 68'064 CHF 97.91% 97.91%
10.07.2024 2.29% 0.49 CHF 0.50 CHF 350'000 150'000 350'000 150'000 151'197 CHF 66'299 CHF 99.21% 99.21%
09.07.2024 2.30% 0.42 CHF 0.43 CHF 350'000 150'000 350'000 150'000 150'765 CHF 66'114 CHF 98.23% 98.23%
08.07.2024 2.35% 0.43 CHF 0.44 CHF 350'000 150'000 350'000 150'000 147'055 CHF 64'524 CHF 99.20% 99.20%
05.07.2024 2.09% 0.43 CHF 0.44 CHF 350'000 150'000 350'000 150'000 165'986 CHF 72'637 CHF 99.20% 99.20%
04.07.2024 2.04% 0.48 CHF 0.49 CHF 350'000 150'000 350'000 150'000 169'875 CHF 74'304 CHF 99.23% 99.23%
03.07.2024 2.34% 0.51 CHF 0.52 CHF 350'000 150'000 350'000 150'000 148'922 CHF 65'324 CHF 99.12% 99.12%
02.07.2024 1.86% 0.51 CHF 0.52 CHF 350'000 150'000 350'000 150'000 186'498 CHF 81'428 CHF 98.87% 98.87%

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