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 3.09% 0.29 CHF 0.30 CHF 600'000 200'000 600'000 200'000 191'959 CHF 65'986 CHF 99.42% 99.42%
12.07.2024 2.82% 0.36 CHF 0.37 CHF 600'000 200'000 562'845 187'615 196'246 CHF 67'292 CHF 99.44% 99.44%
11.07.2024 2.80% 0.34 CHF 0.35 CHF 600'000 200'000 600'000 200'000 211'145 CHF 72'382 CHF 99.36% 99.36%
10.07.2024 3.28% 0.33 CHF 0.34 CHF 600'000 200'000 600'000 200'000 180'055 CHF 62'018 CHF 99.38% 99.38%
09.07.2024 3.52% 0.27 CHF 0.28 CHF 600'000 200'000 600'000 200'000 167'786 CHF 57'929 CHF 99.34% 99.34%
08.07.2024 3.39% 0.29 CHF 0.30 CHF 600'000 200'000 600'000 200'000 174'345 CHF 60'115 CHF 99.32% 99.32%
05.07.2024 3.85% 0.25 CHF 0.26 CHF 600'000 200'000 600'000 200'000 152'958 CHF 52'986 CHF 99.36% 99.36%
04.07.2024 4.05% 0.25 CHF 0.26 CHF 600'000 200'000 635'005 211'668 153'501 CHF 53'284 CHF 99.36% 99.36%
03.07.2024 4.17% 0.24 CHF 0.25 CHF 750'000 250'000 670'664 223'555 157'400 CHF 54'702 CHF 99.38% 99.38%
02.07.2024 3.92% 0.24 CHF 0.25 CHF 600'000 200'000 600'000 200'000 150'035 CHF 52'012 CHF 99.30% 99.30%

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