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 4.32% 0.21 CHF 0.22 CHF 600'000 200'000 600'000 200'000 135'942 CHF 47'314 CHF 97.52% 97.52%
12.07.2024 4.31% 0.24 CHF 0.25 CHF 600'000 200'000 629'403 209'801 143'277 CHF 49'857 CHF 85.48% 85.48%
11.07.2024 4.27% 0.23 CHF 0.24 CHF 600'000 200'000 631'055 210'352 144'623 CHF 50'311 CHF 98.90% 98.90%
10.07.2024 4.62% 0.21 CHF 0.22 CHF 750'000 250'000 750'000 250'000 158'690 CHF 55'397 CHF 99.58% 99.58%
09.07.2024 4.55% 0.22 CHF 0.23 CHF 750'000 250'000 750'000 250'000 161'143 CHF 56'215 CHF 99.53% 99.53%
08.07.2024 4.64% 0.21 CHF 0.22 CHF 750'000 250'000 750'000 250'000 158'035 CHF 55'178 CHF 99.53% 99.53%
05.07.2024 4.84% 0.21 CHF 0.22 CHF 750'000 250'000 750'000 250'000 151'380 CHF 52'960 CHF 99.54% 99.54%
04.07.2024 4.90% 0.21 CHF 0.22 CHF 750'000 250'000 750'000 250'000 149'900 CHF 52'467 CHF 99.55% 99.55%
03.07.2024 4.44% 0.22 CHF 0.23 CHF 750'000 250'000 750'000 250'000 165'275 CHF 57'592 CHF 98.97% 98.97%
02.07.2024 4.17% 0.22 CHF 0.23 CHF 750'000 250'000 712'576 237'525 167'502 CHF 58'209 CHF 99.56% 99.56%

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