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 3.11% 0.70 CHF 0.71 CHF 155'000 155'000 69'462 69'462 50'402 CHF 51'661 CHF 100.00% 100.00%
12.07.2024 3.05% 0.71 CHF 0.72 CHF 155'000 155'000 68'429 68'429 50'981 CHF 52'216 CHF 99.98% 99.98%
11.07.2024 2.99% 0.80 CHF 0.81 CHF 150'000 150'000 67'381 67'381 52'129 CHF 53'352 CHF 99.85% 99.85%
10.07.2024 3.01% 0.77 CHF 0.78 CHF 150'000 150'000 67'383 67'383 51'709 CHF 52'933 CHF 99.99% 99.99%
09.07.2024 3.75% 0.80 CHF 0.81 CHF 150'000 150'000 67'453 67'453 54'064 CHF 55'622 CHF 99.73% 99.73%
08.07.2024 3.20% 0.89 CHF 0.90 CHF 145'000 145'000 66'584 66'584 55'966 CHF 57'340 CHF 99.92% 99.92%
05.07.2024 2.95% 0.79 CHF 0.80 CHF 150'000 150'000 67'202 67'202 52'254 CHF 53'478 CHF 99.70% 99.70%
04.07.2024 3.58% 0.79 CHF 0.81 CHF 60'000 60'000 48'305 48'305 38'327 CHF 39'630 CHF 99.95% 99.95%
03.07.2024 3.78% 0.79 CHF 0.80 CHF 150'000 150'000 67'368 67'368 53'481 CHF 55'052 CHF 100.00% 100.00%
02.07.2024 3.75% 0.84 CHF 0.85 CHF 150'000 150'000 66'989 66'989 55'522 CHF 57'088 CHF 100.00% 100.00%

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