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 1.41% 0.68 CHF 0.69 CHF 750'000 250'000 662'289 220'763 466'096 CHF 157'573 CHF 99.27% 99.27%
12.07.2024 1.45% 0.69 CHF 0.70 CHF 750'000 250'000 750'000 250'000 512'876 CHF 173'459 CHF 99.27% 99.27%
11.07.2024 1.38% 0.72 CHF 0.73 CHF 600'000 200'000 616'099 205'366 443'106 CHF 149'756 CHF 99.26% 99.26%
10.07.2024 1.45% 0.71 CHF 0.72 CHF 750'000 250'000 750'000 250'000 514'420 CHF 173'973 CHF 99.27% 99.27%
09.07.2024 1.50% 0.65 CHF 0.66 CHF 750'000 250'000 750'000 250'000 497'266 CHF 168'255 CHF 99.27% 99.27%
08.07.2024 1.50% 0.64 CHF 0.65 CHF 750'000 250'000 750'000 250'000 495'203 CHF 167'568 CHF 99.24% 99.24%
05.07.2024 1.66% 0.58 CHF 0.59 CHF 750'000 250'000 750'000 250'000 448'161 CHF 151'887 CHF 99.27% 99.27%
04.07.2024 1.67% 0.60 CHF 0.61 CHF 750'000 250'000 750'000 250'000 445'684 CHF 151'061 CHF 99.27% 99.27%
03.07.2024 1.85% 0.54 CHF 0.55 CHF 750'000 250'000 750'000 250'000 402'547 CHF 136'682 CHF 99.27% 99.27%
02.07.2024 1.70% 0.60 CHF 0.61 CHF 750'000 250'000 750'000 250'000 436'871 CHF 148'124 CHF 99.26% 99.26%

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