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 0.54% 554.00 CHF 557.00 CHF 5'000 1'500 5'000 1'500 2'788'150 CHF 840'945 CHF 99.38% 99.38%
12.07.2024 0.54% 559.50 CHF 562.50 CHF 5'000 1'500 5'000 1'500 2'782'480 CHF 839'245 CHF 90.88% 90.88%
11.07.2024 0.54% 556.00 CHF 559.00 CHF 5'000 1'500 5'000 1'500 2'755'390 CHF 831'081 CHF 99.37% 99.37%
10.07.2024 0.46% 545.00 CHF 547.50 CHF 5'000 1'500 5'000 1'500 2'719'970 CHF 819'741 CHF 99.36% 99.36%
09.07.2024 0.46% 541.00 CHF 543.50 CHF 5'000 1'500 5'000 1'500 2'724'270 CHF 821'031 CHF 67.72% 67.72%
08.07.2024 0.46% 544.50 CHF 547.00 CHF 5'000 1'500 5'000 1'500 2'724'790 CHF 821'188 CHF 99.37% 99.37%
05.07.2024 0.48% 545.00 CHF 547.50 CHF 5'000 1'500 5'000 1'500 2'739'630 CHF 825'860 CHF 99.07% 99.07%
04.07.2024 0.46% 547.00 CHF 549.50 CHF 5'000 1'500 5'000 1'500 2'730'290 CHF 822'837 CHF 98.56% 98.56%
03.07.2024 0.46% 544.00 CHF 546.50 CHF 5'000 1'500 5'000 1'500 2'719'160 CHF 819'499 CHF 99.34% 99.34%
02.07.2024 0.46% 538.00 CHF 540.50 CHF 5'000 1'500 5'000 1'500 2'682'780 CHF 808'585 CHF 99.37% 99.37%

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