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 1.43% 0.68 CHF 0.69 CHF 1'000'000 400'000 1'000'000 400'000 696'014 CHF 282'406 CHF 99.27% 99.27%
12.07.2024 1.51% 0.66 CHF 0.67 CHF 1'000'000 400'000 1'000'000 400'000 657'394 CHF 266'958 CHF 99.27% 99.27%
11.07.2024 1.46% 0.66 CHF 0.67 CHF 1'000'000 400'000 1'000'000 400'000 681'744 CHF 276'698 CHF 99.27% 99.27%
10.07.2024 1.55% 0.66 CHF 0.67 CHF 1'000'000 400'000 1'000'000 400'000 638'350 CHF 259'340 CHF 99.27% 99.27%
09.07.2024 1.49% 0.67 CHF 0.68 CHF 1'000'000 400'000 1'000'000 400'000 667'302 CHF 270'921 CHF 99.27% 99.27%
08.07.2024 1.65% 0.65 CHF 0.66 CHF 1'000'000 400'000 1'000'000 400'000 603'088 CHF 245'235 CHF 99.24% 99.24%
05.07.2024 1.83% 0.52 CHF 0.53 CHF 1'000'000 400'000 1'000'000 400'000 540'991 CHF 220'397 CHF 99.27% 99.27%
04.07.2024 1.84% 0.55 CHF 0.56 CHF 1'000'000 400'000 999'991 400'000 538'304 CHF 219'323 CHF 99.27% 99.27%
03.07.2024 1.89% 0.51 CHF 0.52 CHF 1'000'000 400'000 1'000'000 399'992 524'419 CHF 213'764 CHF 99.27% 99.27%
02.07.2024 1.77% 0.58 CHF 0.59 CHF 1'000'000 400'000 999'992 399'992 561'830 CHF 228'729 CHF 99.27% 99.27%

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