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 1.44% 0.69 CHF 0.70 CHF 250'000 100'000 250'000 100'000 172'486 CHF 69'994 CHF 99.37% 99.37%
12.07.2024 1.35% 0.72 CHF 0.73 CHF 250'000 100'000 250'000 99'939 184'391 CHF 74'711 CHF 99.02% 99.38%
11.07.2024 1.38% 0.73 CHF 0.74 CHF 250'000 100'000 250'000 99'982 180'435 CHF 73'161 CHF 98.89% 98.89%
10.07.2024 0.96% 1.04 CHF 1.05 CHF 250'000 100'000 250'000 100'000 259'101 CHF 104'640 CHF 99.36% 99.36%
09.07.2024 0.91% 1.08 CHF 1.09 CHF 250'000 100'000 250'000 100'000 274'545 CHF 110'818 CHF 99.38% 99.38%
08.07.2024 0.86% 1.13 CHF 1.14 CHF 250'000 100'000 250'000 100'000 287'928 CHF 116'171 CHF 99.38% 99.38%
05.07.2024 0.87% 1.13 CHF 1.14 CHF 250'000 100'000 250'000 100'000 284'644 CHF 114'857 CHF 98.76% 98.76%
04.07.2024 0.87% 1.12 CHF 1.13 CHF 250'000 100'000 250'000 100'000 285'175 CHF 115'070 CHF 99.15% 99.15%
03.07.2024 1.03% 1.00 CHF 1.01 CHF 250'000 100'000 250'000 100'000 242'061 CHF 97'825 CHF 99.38% 99.38%
02.07.2024 1.16% 0.87 CHF 0.88 CHF 250'000 100'000 250'000 99'996 214'538 CHF 86'812 CHF 99.38% 99.38%

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