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 1.48% 0.67 CHF 0.68 CHF 600'000 200'000 600'000 200'000 403'852 CHF 136'617 CHF 99.16% 99.16%
12.07.2024 1.46% 0.68 CHF 0.69 CHF 600'000 200'000 600'000 200'000 406'765 CHF 137'588 CHF 99.05% 99.05%
11.07.2024 1.45% 0.68 CHF 0.69 CHF 600'000 200'000 600'000 200'000 410'790 CHF 138'930 CHF 99.19% 99.19%
10.07.2024 1.44% 0.70 CHF 0.71 CHF 600'000 200'000 600'000 200'000 414'347 CHF 140'116 CHF 99.06% 99.06%
09.07.2024 1.44% 0.69 CHF 0.70 CHF 600'000 200'000 600'000 200'000 413'665 CHF 139'888 CHF 99.11% 99.11%
08.07.2024 1.35% 0.72 CHF 0.73 CHF 600'000 200'000 600'000 200'000 442'495 CHF 149'498 CHF 99.13% 99.13%
05.07.2024 1.29% 0.75 CHF 0.76 CHF 600'000 200'000 600'000 200'000 460'708 CHF 155'569 CHF 99.16% 99.16%
04.07.2024 1.27% 0.78 CHF 0.79 CHF 600'000 200'000 600'000 200'000 469'089 CHF 158'363 CHF 99.08% 99.08%
03.07.2024 1.31% 0.77 CHF 0.78 CHF 600'000 200'000 600'000 200'000 456'427 CHF 154'142 CHF 98.58% 98.58%
02.07.2024 1.46% 0.68 CHF 0.69 CHF 600'000 200'000 600'000 200'000 407'940 CHF 137'980 CHF 99.15% 99.15%

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