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 1.38% 0.72 CHF 0.73 CHF 100'000 100'000 100'000 100'000 72'115 CHF 73'115 CHF 99.75% 99.75%
12.07.2024 1.36% 0.72 CHF 0.73 CHF 100'000 100'000 99'965 99'965 73'030 CHF 74'030 CHF 98.93% 98.93%
11.07.2024 1.43% 0.72 CHF 0.73 CHF 100'000 100'000 99'069 99'069 73'646 CHF 74'651 CHF 97.80% 97.80%
10.07.2024 1.31% 0.77 CHF 0.78 CHF 100'000 100'000 100'000 100'000 75'795 CHF 76'795 CHF 99.95% 99.95%
09.07.2024 1.32% 0.76 CHF 0.77 CHF 100'000 100'000 100'000 100'000 75'509 CHF 76'509 CHF 100.00% 100.00%
08.07.2024 1.35% 0.75 CHF 0.76 CHF 100'000 100'000 100'000 100'000 73'456 CHF 74'456 CHF 99.75% 99.75%
05.07.2024 1.31% 0.76 CHF 0.77 CHF 100'000 100'000 99'969 99'969 75'930 CHF 76'931 CHF 98.82% 98.82%
04.07.2024 1.28% 0.77 CHF 0.78 CHF 100'000 100'000 100'000 100'000 77'816 CHF 78'816 CHF 89.18% 89.18%
03.07.2024 1.24% 0.78 CHF 0.79 CHF 100'000 100'000 100'000 100'000 80'125 CHF 81'125 CHF 99.39% 99.39%
02.07.2024 1.22% 0.81 CHF 0.82 CHF 100'000 100'000 100'000 100'000 81'483 CHF 82'483 CHF 99.99% 99.99%

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