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 2.58% 0.36 CHF 0.37 CHF 1'000'000 500'000 999'772 500'000 383'999 CHF 197'044 CHF 99.27% 99.27%
12.07.2024 2.68% 0.36 CHF 0.37 CHF 1'000'000 500'000 999'893 500'000 368'854 CHF 189'447 CHF 99.27% 99.27%
11.07.2024 2.53% 0.37 CHF 0.38 CHF 1'000'000 500'000 1'000'000 499'651 391'378 CHF 200'558 CHF 99.27% 99.27%
10.07.2024 2.84% 0.36 CHF 0.37 CHF 1'000'000 500'000 1'000'000 500'000 346'953 CHF 178'476 CHF 99.27% 99.27%
09.07.2024 2.90% 0.33 CHF 0.34 CHF 1'000'000 500'000 1'000'000 500'000 339'921 CHF 174'961 CHF 99.27% 99.27%
08.07.2024 3.05% 0.33 CHF 0.34 CHF 1'000'000 500'000 999'552 500'000 322'818 CHF 166'480 CHF 99.25% 99.25%
05.07.2024 3.19% 0.30 CHF 0.31 CHF 1'000'000 500'000 1'000'000 499'535 308'510 CHF 159'110 CHF 99.27% 99.27%
04.07.2024 2.95% 0.34 CHF 0.35 CHF 1'000'000 500'000 1'000'000 500'000 334'614 CHF 172'307 CHF 99.27% 99.27%
03.07.2024 3.11% 0.32 CHF 0.33 CHF 1'000'000 500'000 1'000'000 500'000 316'935 CHF 163'467 CHF 99.27% 99.27%
02.07.2024 2.85% 0.35 CHF 0.36 CHF 1'000'000 500'000 1'000'000 500'000 346'910 CHF 178'455 CHF 99.27% 99.27%

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