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 5.24% 0.20 CHF 0.21 CHF 600'000 200'000 600'000 200'000 111'577 CHF 39'192 CHF 98.69% 98.69%
12.07.2024 4.38% 0.23 CHF 0.24 CHF 600'000 200'000 600'000 200'000 134'038 CHF 46'679 CHF 98.81% 98.81%
11.07.2024 4.99% 0.21 CHF 0.22 CHF 600'000 200'000 600'000 200'000 117'373 CHF 41'125 CHF 98.81% 98.81%
10.07.2024 4.90% 0.20 CHF 0.21 CHF 600'000 200'000 600'000 200'000 119'506 CHF 41'836 CHF 98.73% 98.73%
09.07.2024 4.85% 0.20 CHF 0.21 CHF 600'000 200'000 600'000 200'000 120'952 CHF 42'317 CHF 98.78% 98.78%
08.07.2024 4.34% 0.24 CHF 0.25 CHF 600'000 200'000 600'000 200'000 135'543 CHF 47'181 CHF 98.76% 98.76%
05.07.2024 3.33% 0.27 CHF 0.28 CHF 600'000 200'000 600'000 200'000 177'624 CHF 61'208 CHF 98.77% 98.77%
04.07.2024 3.33% 0.31 CHF 0.32 CHF 600'000 200'000 600'000 200'000 177'198 CHF 61'066 CHF 98.74% 98.74%
03.07.2024 3.12% 0.32 CHF 0.33 CHF 600'000 200'000 600'000 200'000 189'503 CHF 65'168 CHF 98.83% 98.83%
02.07.2024 4.49% 0.23 CHF 0.24 CHF 600'000 200'000 600'000 200'000 130'759 CHF 45'586 CHF 98.71% 98.71%

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