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% 0.69 CHF 0.70 CHF 450'000 150'000 450'000 150'000 301'650 CHF 102'050 CHF 91.78% 91.78%
12.07.2024 1.72% 0.63 CHF 0.64 CHF 450'000 150'000 450'000 150'000 259'219 CHF 87'906 CHF 99.36% 99.36%
11.07.2024 1.58% 0.55 CHF 0.56 CHF 450'000 150'000 450'000 150'000 282'426 CHF 95'642 CHF 97.81% 97.81%
10.07.2024 1.68% 0.61 CHF 0.62 CHF 450'000 150'000 450'000 150'000 265'512 CHF 90'004 CHF 98.89% 98.89%
09.07.2024 1.76% 0.56 CHF 0.57 CHF 450'000 150'000 450'000 150'000 253'545 CHF 86'015 CHF 99.11% 99.11%
08.07.2024 1.82% 0.54 CHF 0.55 CHF 450'000 150'000 450'000 150'000 244'813 CHF 83'104 CHF 99.41% 99.41%
05.07.2024 2.12% 0.50 CHF 0.51 CHF 450'000 150'000 450'000 150'000 210'206 CHF 71'569 CHF 93.63% 93.63%
04.07.2024 2.20% 0.45 CHF 0.46 CHF 450'000 150'000 450'000 150'000 202'632 CHF 69'044 CHF 98.04% 98.04%
03.07.2024 2.28% 0.44 CHF 0.45 CHF 450'000 150'000 450'000 150'000 194'884 CHF 66'461 CHF 96.00% 96.00%
02.07.2024 2.55% 0.44 CHF 0.45 CHF 450'000 150'000 454'063 151'354 175'938 CHF 60'160 CHF 93.80% 93.80%

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