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 1.17% 0.87 CHF 0.88 CHF 300'000 100'000 300'000 100'000 255'402 CHF 86'134 CHF 94.91% 94.91%
12.07.2024 1.16% 0.86 CHF 0.87 CHF 300'000 100'000 300'000 100'000 258'027 CHF 87'009 CHF 99.18% 99.18%
11.07.2024 1.15% 0.86 CHF 0.87 CHF 300'000 100'000 300'000 100'000 260'129 CHF 87'710 CHF 98.13% 98.13%
10.07.2024 1.09% 0.89 CHF 0.90 CHF 300'000 100'000 300'000 100'000 272'967 CHF 91'989 CHF 99.23% 99.23%
09.07.2024 1.06% 0.92 CHF 0.93 CHF 300'000 100'000 300'000 100'000 281'214 CHF 94'738 CHF 99.24% 99.24%
08.07.2024 1.08% 0.93 CHF 0.94 CHF 300'000 100'000 300'000 100'000 275'863 CHF 92'954 CHF 98.69% 98.69%
05.07.2024 1.06% 0.95 CHF 0.96 CHF 300'000 100'000 300'000 100'000 280'688 CHF 94'563 CHF 98.73% 98.73%
04.07.2024 1.06% 0.93 CHF 0.94 CHF 300'000 100'000 300'000 100'000 280'667 CHF 94'556 CHF 99.23% 99.23%
03.07.2024 1.07% 0.95 CHF 0.96 CHF 300'000 100'000 300'000 100'000 280'187 CHF 94'396 CHF 99.23% 99.23%
02.07.2024 1.07% 0.93 CHF 0.94 CHF 300'000 100'000 300'000 100'000 279'680 CHF 94'227 CHF 99.23% 99.23%

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