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 1.86% 0.51 CHF 0.52 CHF 450'000 150'000 450'000 150'000 239'364 CHF 81'288 CHF 97.65% 97.65%
12.07.2024 1.86% 0.55 CHF 0.56 CHF 450'000 150'000 450'000 150'000 240'023 CHF 81'508 CHF 85.28% 85.28%
11.07.2024 1.86% 0.53 CHF 0.54 CHF 600'000 200'000 591'650 197'217 315'567 CHF 107'161 CHF 98.90% 98.90%
10.07.2024 1.95% 0.51 CHF 0.52 CHF 600'000 200'000 600'000 200'000 304'438 CHF 103'479 CHF 99.58% 99.58%
09.07.2024 1.92% 0.52 CHF 0.53 CHF 600'000 200'000 572'290 190'763 294'695 CHF 100'139 CHF 99.55% 99.55%
08.07.2024 1.94% 0.51 CHF 0.52 CHF 600'000 200'000 569'806 189'935 290'241 CHF 98'646 CHF 99.50% 99.50%
05.07.2024 1.99% 0.50 CHF 0.51 CHF 600'000 200'000 599'140 199'713 297'703 CHF 101'231 CHF 99.43% 99.43%
04.07.2024 2.01% 0.50 CHF 0.51 CHF 600'000 200'000 563'469 187'823 277'221 CHF 94'285 CHF 99.56% 99.56%
03.07.2024 1.90% 0.52 CHF 0.53 CHF 600'000 200'000 466'402 155'467 243'395 CHF 82'686 CHF 99.01% 99.01%
02.07.2024 1.84% 0.51 CHF 0.52 CHF 600'000 200'000 468'772 156'257 252'514 CHF 85'734 CHF 99.57% 99.57%

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