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 2.10% 0.47 CHF 0.48 CHF 300'000 100'000 300'000 100'000 141'303 CHF 48'101 CHF 99.54% 99.54%
12.07.2024 1.90% 0.49 CHF 0.50 CHF 300'000 100'000 300'000 100'000 156'166 CHF 53'056 CHF 99.38% 99.38%
11.07.2024 2.17% 0.48 CHF 0.49 CHF 300'000 100'000 369'192 123'064 167'616 CHF 57'103 CHF 98.91% 98.91%
10.07.2024 2.36% 0.45 CHF 0.46 CHF 450'000 150'000 450'000 150'000 188'923 CHF 64'474 CHF 99.58% 99.58%
09.07.2024 2.49% 0.40 CHF 0.41 CHF 450'000 150'000 450'000 150'000 178'579 CHF 61'026 CHF 99.55% 99.55%
08.07.2024 2.26% 0.43 CHF 0.44 CHF 450'000 150'000 446'077 148'692 194'840 CHF 66'434 CHF 99.57% 99.57%
05.07.2024 2.42% 0.43 CHF 0.44 CHF 450'000 150'000 450'000 150'000 183'882 CHF 62'794 CHF 99.51% 99.51%
04.07.2024 2.42% 0.40 CHF 0.41 CHF 450'000 150'000 450'000 150'000 183'640 CHF 62'713 CHF 99.57% 99.57%
03.07.2024 2.02% 0.41 CHF 0.42 CHF 450'000 150'000 326'891 108'964 159'281 CHF 54'183 CHF 99.53% 99.53%
02.07.2024 2.02% 0.48 CHF 0.49 CHF 450'000 150'000 326'870 108'957 159'649 CHF 54'306 CHF 99.27% 99.27%

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