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 1.51% 0.67 CHF 0.68 CHF 450'000 150'000 450'000 150'000 295'741 CHF 100'080 CHF 98.75% 98.75%
12.07.2024 1.43% 0.62 CHF 0.63 CHF 450'000 150'000 450'000 150'000 312'507 CHF 105'669 CHF 98.81% 98.81%
11.07.2024 1.44% 0.69 CHF 0.70 CHF 450'000 150'000 450'000 150'000 310'166 CHF 104'889 CHF 98.83% 98.83%
10.07.2024 1.40% 0.70 CHF 0.71 CHF 450'000 150'000 450'000 150'000 318'695 CHF 107'732 CHF 98.76% 98.76%
09.07.2024 1.42% 0.75 CHF 0.76 CHF 450'000 150'000 450'000 150'000 314'672 CHF 106'391 CHF 98.77% 98.77%
08.07.2024 1.55% 0.68 CHF 0.69 CHF 450'000 150'000 450'000 150'000 288'961 CHF 97'821 CHF 98.80% 98.80%
05.07.2024 1.53% 0.64 CHF 0.65 CHF 450'000 150'000 450'000 150'000 291'784 CHF 98'761 CHF 98.73% 98.73%
04.07.2024 1.34% 0.73 CHF 0.74 CHF 450'000 150'000 450'000 150'000 333'973 CHF 112'824 CHF 98.75% 98.75%
03.07.2024 1.30% 0.77 CHF 0.78 CHF 450'000 150'000 450'000 150'000 343'719 CHF 116'073 CHF 98.82% 98.82%
02.07.2024 1.22% 0.81 CHF 0.82 CHF 450'000 150'000 450'000 150'000 366'453 CHF 123'651 CHF 98.72% 98.72%

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