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 1.37% 0.70 CHF 0.71 CHF 450'000 150'000 450'000 150'000 327'431 CHF 110'644 CHF 99.27% 99.27%
12.07.2024 1.30% 0.77 CHF 0.78 CHF 450'000 150'000 450'000 150'000 344'204 CHF 116'235 CHF 99.27% 99.27%
11.07.2024 1.26% 0.77 CHF 0.78 CHF 450'000 150'000 450'000 150'000 355'928 CHF 120'143 CHF 99.27% 99.27%
10.07.2024 1.30% 0.77 CHF 0.78 CHF 450'000 150'000 450'000 150'000 343'799 CHF 116'100 CHF 99.27% 99.27%
09.07.2024 1.25% 0.74 CHF 0.75 CHF 450'000 150'000 450'000 150'000 358'613 CHF 121'038 CHF 99.27% 99.27%
08.07.2024 1.20% 0.83 CHF 0.84 CHF 450'000 150'000 450'000 150'000 371'678 CHF 125'393 CHF 99.24% 99.24%
05.07.2024 1.34% 0.77 CHF 0.78 CHF 450'000 150'000 455'693 151'898 337'092 CHF 113'883 CHF 99.27% 99.27%
04.07.2024 1.42% 0.68 CHF 0.69 CHF 600'000 200'000 471'808 157'269 328'779 CHF 111'166 CHF 99.27% 99.27%
03.07.2024 1.45% 0.69 CHF 0.70 CHF 450'000 150'000 501'761 167'254 342'671 CHF 115'896 CHF 99.27% 99.27%
02.07.2024 1.48% 0.70 CHF 0.71 CHF 450'000 150'000 587'793 195'931 392'844 CHF 132'907 CHF 99.27% 99.27%

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