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 1.16% 0.86 CHF 0.87 CHF 450'000 150'000 450'000 150'000 386'194 CHF 130'231 CHF 93.42% 93.42%
12.07.2024 1.16% 0.84 CHF 0.85 CHF 450'000 150'000 450'000 150'000 386'017 CHF 130'172 CHF 95.36% 95.36%
11.07.2024 1.13% 0.87 CHF 0.88 CHF 450'000 150'000 450'000 150'000 395'487 CHF 133'329 CHF 97.74% 97.74%
10.07.2024 1.10% 0.89 CHF 0.90 CHF 450'000 150'000 450'000 150'000 408'207 CHF 137'569 CHF 98.60% 98.60%
09.07.2024 1.12% 0.89 CHF 0.90 CHF 450'000 150'000 450'000 150'000 400'572 CHF 135'024 CHF 97.48% 97.48%
08.07.2024 1.13% 0.88 CHF 0.89 CHF 450'000 150'000 450'000 150'000 395'773 CHF 133'424 CHF 96.10% 96.10%
05.07.2024 1.15% 0.88 CHF 0.89 CHF 450'000 150'000 450'000 150'000 388'390 CHF 130'963 CHF 97.97% 97.97%
04.07.2024 1.15% 0.86 CHF 0.87 CHF 450'000 150'000 450'000 150'000 390'670 CHF 131'723 CHF 97.65% 97.65%
03.07.2024 1.13% 0.89 CHF 0.90 CHF 450'000 150'000 450'000 150'000 397'349 CHF 133'950 CHF 97.39% 97.39%
02.07.2024 1.08% 0.92 CHF 0.93 CHF 450'000 150'000 450'000 150'000 413'237 CHF 139'246 CHF 96.84% 96.84%

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