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 1.22% 0.84 CHF 0.85 CHF 600'000 200'000 600'000 200'000 488'408 CHF 164'803 CHF 95.29% 95.29%
12.07.2024 1.24% 0.79 CHF 0.80 CHF 600'000 200'000 600'000 200'000 481'477 CHF 162'492 CHF 99.27% 99.27%
11.07.2024 1.29% 0.79 CHF 0.80 CHF 600'000 200'000 600'000 200'000 461'980 CHF 155'993 CHF 98.78% 98.78%
10.07.2024 1.33% 0.75 CHF 0.76 CHF 600'000 200'000 600'000 200'000 448'450 CHF 151'483 CHF 99.23% 99.23%
09.07.2024 1.30% 0.77 CHF 0.78 CHF 600'000 200'000 600'000 200'000 460'154 CHF 155'385 CHF 99.24% 99.24%
08.07.2024 1.27% 0.78 CHF 0.79 CHF 600'000 200'000 600'000 200'000 470'778 CHF 158'926 CHF 99.24% 99.24%
05.07.2024 1.19% 0.81 CHF 0.82 CHF 600'000 200'000 600'000 200'000 501'346 CHF 169'115 CHF 99.14% 99.14%
04.07.2024 1.18% 0.85 CHF 0.86 CHF 600'000 200'000 600'000 200'000 506'597 CHF 170'866 CHF 99.23% 99.23%
03.07.2024 1.19% 0.84 CHF 0.85 CHF 600'000 200'000 600'000 200'000 499'858 CHF 168'619 CHF 99.23% 99.23%
02.07.2024 1.16% 0.83 CHF 0.84 CHF 600'000 200'000 600'000 200'000 512'480 CHF 172'827 CHF 99.24% 99.24%

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