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 1.19% 0.84 CHF 0.85 CHF 500'000 100'000 500'000 100'000 417'952 CHF 84'591 CHF 99.27% 99.27%
12.07.2024 1.16% 0.83 CHF 0.84 CHF 500'000 100'000 500'000 100'000 430'006 CHF 87'001 CHF 99.27% 99.27%
11.07.2024 1.16% 0.85 CHF 0.86 CHF 500'000 100'000 500'000 100'000 428'401 CHF 86'680 CHF 99.27% 99.27%
10.07.2024 1.22% 0.86 CHF 0.87 CHF 500'000 100'000 500'000 100'000 408'189 CHF 82'638 CHF 99.27% 99.27%
09.07.2024 1.26% 0.78 CHF 0.79 CHF 500'000 100'000 500'000 100'000 394'836 CHF 79'967 CHF 99.27% 99.27%
08.07.2024 1.24% 0.80 CHF 0.81 CHF 500'000 100'000 500'000 100'000 400'757 CHF 81'151 CHF 99.25% 99.25%
05.07.2024 1.26% 0.79 CHF 0.80 CHF 500'000 100'000 500'000 100'000 393'346 CHF 79'669 CHF 99.27% 99.27%
04.07.2024 1.30% 0.76 CHF 0.77 CHF 500'000 100'000 500'000 100'000 383'028 CHF 77'606 CHF 99.27% 99.27%
03.07.2024 1.30% 0.77 CHF 0.78 CHF 500'000 100'000 500'000 100'000 382'162 CHF 77'433 CHF 99.27% 99.27%
02.07.2024 1.29% 0.79 CHF 0.80 CHF 500'000 100'000 500'000 100'000 383'888 CHF 77'778 CHF 99.27% 99.27%

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