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 1.23% 0.77 CHF 0.78 CHF 300'000 100'000 300'000 100'000 241'830 CHF 81'610 CHF 99.39% 99.39%
12.07.2024 1.07% 0.97 CHF 0.98 CHF 300'000 100'000 299'500 100'000 279'070 CHF 94'173 CHF 99.42% 99.42%
11.07.2024 1.30% 0.81 CHF 0.82 CHF 300'000 100'000 300'000 99'925 229'252 CHF 77'358 CHF 98.06% 98.06%
10.07.2024 1.54% 0.71 CHF 0.72 CHF 300'000 100'000 299'386 99'844 194'170 CHF 65'765 CHF 98.90% 98.90%
09.07.2024 1.50% 0.60 CHF 0.61 CHF 300'000 100'000 300'000 100'000 199'067 CHF 67'356 CHF 99.41% 99.41%
08.07.2024 1.23% 0.70 CHF 0.71 CHF 300'000 100'000 300'000 100'000 243'392 CHF 82'131 CHF 99.42% 99.42%
05.07.2024 1.06% 0.88 CHF 0.89 CHF 300'000 100'000 300'000 100'000 282'512 CHF 95'171 CHF 99.15% 99.15%
04.07.2024 1.08% 0.93 CHF 0.94 CHF 300'000 100'000 300'000 100'000 276'013 CHF 93'004 CHF 99.39% 99.39%
03.07.2024 1.09% 0.90 CHF 0.91 CHF 300'000 100'000 300'000 100'000 274'053 CHF 92'351 CHF 99.42% 99.42%
02.07.2024 1.24% 0.81 CHF 0.82 CHF 300'000 100'000 300'000 100'000 240'508 CHF 81'169 CHF 99.31% 99.31%

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