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 6.40% 0.16 CHF 0.17 CHF 1'049'700 1'049'700 336'419 336'419 51'828 CHF 55'197 CHF 98.87% 98.87%
12.07.2024 6.54% 0.16 CHF 0.17 CHF 1'065'900 1'065'900 339'847 339'847 51'995 CHF 55'398 CHF 100.00% 100.00%
11.07.2024 5.80% 0.17 CHF 0.18 CHF 917'000 917'000 287'402 287'402 50'052 CHF 52'950 CHF 99.99% 99.99%
10.07.2024 5.41% 0.18 CHF 0.19 CHF 885'400 885'400 282'660 282'660 51'171 CHF 54'002 CHF 99.89% 99.89%
09.07.2024 5.40% 0.20 CHF 0.21 CHF 873'200 873'200 281'492 281'492 53'497 CHF 56'316 CHF 99.98% 99.98%
08.07.2024 5.48% 0.18 CHF 0.19 CHF 882'600 882'600 282'163 282'163 51'375 CHF 54'200 CHF 99.98% 99.98%
05.07.2024 5.38% 0.19 CHF 0.20 CHF 877'700 877'700 279'102 279'102 51'164 CHF 53'959 CHF 99.70% 99.70%
04.07.2024 5.29% 0.18 CHF 0.19 CHF 175'600 175'600 128'759 128'759 23'561 CHF 24'849 CHF 94.02% 94.02%
03.07.2024 5.12% 0.19 CHF 0.20 CHF 830'100 830'100 266'015 266'015 51'043 CHF 53'706 CHF 99.53% 99.53%
02.07.2024 5.57% 0.19 CHF 0.20 CHF 873'400 873'400 281'006 281'006 51'660 CHF 54'474 CHF 100.00% 100.00%

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