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 3.04% 0.30 CHF 0.31 CHF 600'000 200'000 600'000 200'000 194'519 CHF 66'840 CHF 95.29% 95.29%
12.07.2024 2.92% 0.35 CHF 0.36 CHF 600'000 200'000 600'000 200'000 202'457 CHF 69'486 CHF 99.27% 99.27%
11.07.2024 2.67% 0.35 CHF 0.36 CHF 600'000 200'000 600'000 200'000 221'766 CHF 75'922 CHF 98.78% 98.78%
10.07.2024 2.48% 0.39 CHF 0.40 CHF 600'000 200'000 600'000 200'000 239'109 CHF 81'703 CHF 99.24% 99.24%
09.07.2024 2.62% 0.37 CHF 0.38 CHF 600'000 200'000 600'000 200'000 226'073 CHF 77'358 CHF 99.24% 99.24%
08.07.2024 2.77% 0.36 CHF 0.37 CHF 600'000 200'000 600'000 199'978 213'750 CHF 73'242 CHF 99.23% 99.23%
05.07.2024 3.17% 0.34 CHF 0.35 CHF 600'000 200'000 600'000 200'000 186'666 CHF 64'222 CHF 99.13% 99.13%
04.07.2024 3.23% 0.30 CHF 0.31 CHF 600'000 200'000 600'000 200'000 182'756 CHF 62'919 CHF 99.23% 99.23%
03.07.2024 3.11% 0.31 CHF 0.32 CHF 600'000 200'000 600'000 200'000 190'033 CHF 65'344 CHF 99.23% 99.23%
02.07.2024 3.28% 0.32 CHF 0.33 CHF 600'000 200'000 600'000 200'000 180'063 CHF 62'021 CHF 99.24% 99.24%

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