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 1.05% 0.92 CHF 0.93 CHF 300'000 100'000 300'000 100'000 284'065 CHF 95'688 CHF 92.12% 92.12%
12.07.2024 1.03% 0.97 CHF 0.98 CHF 300'000 100'000 300'000 100'000 288'543 CHF 97'181 CHF 93.99% 93.99%
11.07.2024 1.06% 0.95 CHF 0.96 CHF 300'000 100'000 300'000 100'000 280'964 CHF 94'655 CHF 93.66% 93.66%
10.07.2024 1.06% 0.94 CHF 0.95 CHF 300'000 100'000 300'000 100'000 280'772 CHF 94'591 CHF 87.74% 87.74%
09.07.2024 1.09% 0.91 CHF 0.92 CHF 300'000 100'000 300'000 100'000 273'194 CHF 92'065 CHF 93.78% 93.78%
08.07.2024 1.05% 0.94 CHF 0.95 CHF 300'000 100'000 300'000 100'000 284'039 CHF 95'680 CHF 89.68% 89.68%
05.07.2024 1.04% 0.94 CHF 0.95 CHF 300'000 100'000 300'000 100'000 287'142 CHF 96'714 CHF 98.70% 98.70%
04.07.2024 1.11% 0.90 CHF 0.91 CHF 300'000 100'000 300'000 100'000 269'664 CHF 90'888 CHF 86.00% 86.00%
03.07.2024 1.13% 0.89 CHF 0.90 CHF 300'000 100'000 300'000 100'000 265'079 CHF 89'360 CHF 94.47% 94.47%
02.07.2024 1.16% 0.86 CHF 0.87 CHF 300'000 100'000 300'000 100'000 256'259 CHF 86'420 CHF 95.01% 95.01%

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