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 1.09% 0.97 CHF 0.98 CHF 330'000 330'000 186'599 186'599 175'610 CHF 177'483 CHF 98.78% 98.78%
12.07.2024 1.24% 0.89 CHF 0.90 CHF 340'000 340'000 191'484 191'484 160'294 CHF 162'217 CHF 99.99% 99.99%
11.07.2024 1.16% 0.79 CHF 0.80 CHF 340'000 340'000 185'311 185'311 163'122 CHF 164'991 CHF 99.99% 99.99%
10.07.2024 1.22% 0.87 CHF 0.88 CHF 340'000 340'000 187'658 187'658 159'661 CHF 161'546 CHF 99.90% 99.90%
09.07.2024 1.27% 0.81 CHF 0.82 CHF 340'000 340'000 187'922 187'922 152'945 CHF 154'835 CHF 99.43% 99.43%
08.07.2024 1.30% 0.78 CHF 0.79 CHF 350'000 350'000 192'760 192'760 150'986 CHF 152'925 CHF 100.00% 100.00%
05.07.2024 1.46% 0.75 CHF 0.76 CHF 370'000 370'000 204'805 204'805 145'758 CHF 147'813 CHF 99.34% 99.34%
04.07.2024 1.44% 0.69 CHF 0.70 CHF 190'000 190'000 168'623 168'623 116'268 CHF 117'954 CHF 99.49% 99.49%
03.07.2024 1.54% 0.68 CHF 0.69 CHF 380'000 380'000 206'102 206'102 137'360 CHF 139'429 CHF 99.27% 99.27%
02.07.2024 1.68% 0.67 CHF 0.68 CHF 390'000 390'000 216'427 216'427 133'951 CHF 136'125 CHF 100.00% 100.00%

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