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 3.37% 0.29 CHF 0.30 CHF 1'500'000 150'000 1'500'000 158'447 438'341 CHF 47'840 CHF 99.27% 99.27%
12.07.2024 3.14% 0.30 CHF 0.31 CHF 1'500'000 150'000 1'500'000 150'000 470'577 CHF 48'558 CHF 99.27% 99.27%
11.07.2024 3.05% 0.34 CHF 0.35 CHF 1'500'000 150'000 1'500'000 150'000 484'664 CHF 49'966 CHF 99.27% 99.27%
10.07.2024 3.58% 0.30 CHF 0.31 CHF 1'500'000 150'000 1'500'000 150'000 412'275 CHF 42'728 CHF 99.27% 99.27%
09.07.2024 3.33% 0.31 CHF 0.32 CHF 1'500'000 150'000 1'500'000 150'000 444'009 CHF 45'901 CHF 99.27% 99.27%
08.07.2024 3.63% 0.27 CHF 0.28 CHF 1'500'000 150'000 1'500'000 186'699 406'086 CHF 52'335 CHF 99.24% 99.24%
05.07.2024 3.81% 0.26 CHF 0.27 CHF 1'500'000 200'000 1'500'000 190'770 386'681 CHF 50'884 CHF 99.27% 99.27%
04.07.2024 3.23% 0.30 CHF 0.31 CHF 1'500'000 150'000 1'500'000 150'000 456'758 CHF 47'176 CHF 99.27% 99.27%
03.07.2024 3.26% 0.30 CHF 0.31 CHF 1'500'000 150'000 1'500'000 150'000 452'723 CHF 46'772 CHF 99.27% 99.27%
02.07.2024 3.33% 0.29 CHF 0.30 CHF 1'500'000 150'000 1'500'000 150'000 443'492 CHF 45'849 CHF 99.27% 99.27%

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