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 1.42% 0.76 CHF 0.77 CHF 450'000 150'000 450'000 150'000 315'788 CHF 106'763 CHF 99.01% 99.01%
12.07.2024 1.55% 0.68 CHF 0.69 CHF 450'000 150'000 450'000 150'000 288'419 CHF 97'640 CHF 99.70% 99.70%
11.07.2024 1.66% 0.64 CHF 0.65 CHF 450'000 150'000 450'000 150'000 268'612 CHF 91'037 CHF 98.76% 98.76%
10.07.2024 1.75% 0.55 CHF 0.56 CHF 450'000 150'000 450'000 150'000 255'511 CHF 86'670 CHF 98.50% 98.50%
09.07.2024 1.67% 0.58 CHF 0.59 CHF 450'000 150'000 450'000 150'000 267'793 CHF 90'764 CHF 99.54% 99.54%
08.07.2024 1.66% 0.61 CHF 0.62 CHF 450'000 150'000 450'000 150'000 268'416 CHF 90'972 CHF 96.24% 96.24%
05.07.2024 1.60% 0.60 CHF 0.61 CHF 450'000 150'000 450'000 150'000 278'802 CHF 94'434 CHF 99.49% 99.49%
04.07.2024 1.55% 0.64 CHF 0.65 CHF 450'000 150'000 450'000 150'000 288'095 CHF 97'532 CHF 99.41% 99.41%
03.07.2024 1.66% 0.62 CHF 0.63 CHF 450'000 150'000 450'000 150'000 269'498 CHF 91'333 CHF 99.47% 99.47%
02.07.2024 1.65% 0.60 CHF 0.61 CHF 450'000 150'000 450'000 150'000 270'650 CHF 91'717 CHF 99.39% 99.39%

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