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 1.06% 0.89 CHF 0.90 CHF 300'000 100'000 300'000 100'000 281'591 CHF 94'864 CHF 99.19% 99.19%
12.07.2024 1.01% 0.99 CHF 1.00 CHF 300'000 100'000 300'000 100'000 294'221 CHF 99'074 CHF 99.27% 99.27%
11.07.2024 1.01% 0.96 CHF 0.97 CHF 300'000 100'000 300'000 100'000 295'840 CHF 99'613 CHF 99.23% 99.23%
10.07.2024 1.10% 0.95 CHF 0.96 CHF 300'000 100'000 300'000 100'000 271'735 CHF 91'578 CHF 99.24% 99.24%
09.07.2024 1.14% 0.86 CHF 0.87 CHF 300'000 100'000 300'000 100'000 261'950 CHF 88'317 CHF 99.23% 99.23%
08.07.2024 1.12% 0.89 CHF 0.90 CHF 300'000 100'000 300'000 100'000 267'104 CHF 90'035 CHF 99.24% 99.24%
05.07.2024 1.20% 0.82 CHF 0.83 CHF 300'000 100'000 300'000 100'000 248'388 CHF 83'796 CHF 99.23% 99.23%
04.07.2024 1.23% 0.83 CHF 0.84 CHF 300'000 100'000 300'000 100'000 241'997 CHF 81'666 CHF 99.23% 99.23%
03.07.2024 1.25% 0.79 CHF 0.80 CHF 300'000 100'000 300'000 100'000 238'593 CHF 80'531 CHF 99.23% 99.23%
02.07.2024 1.21% 0.81 CHF 0.82 CHF 300'000 100'000 300'000 100'000 246'532 CHF 83'178 CHF 99.24% 99.24%

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