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 1.33% 0.77 CHF 0.78 CHF 450'000 150'000 450'000 150'000 335'766 CHF 113'422 CHF 91.85% 91.85%
12.07.2024 1.51% 0.71 CHF 0.72 CHF 450'000 150'000 450'000 150'000 296'034 CHF 100'178 CHF 99.61% 99.61%
11.07.2024 1.39% 0.64 CHF 0.65 CHF 450'000 150'000 450'000 150'000 320'906 CHF 108'469 CHF 97.92% 97.92%
10.07.2024 1.48% 0.69 CHF 0.70 CHF 450'000 150'000 450'000 150'000 301'533 CHF 102'011 CHF 98.89% 98.89%
09.07.2024 1.54% 0.64 CHF 0.65 CHF 450'000 150'000 450'000 150'000 289'896 CHF 98'132 CHF 99.11% 99.11%
08.07.2024 1.58% 0.62 CHF 0.63 CHF 450'000 150'000 450'000 150'000 282'064 CHF 95'521 CHF 99.46% 99.46%
05.07.2024 1.78% 0.59 CHF 0.60 CHF 450'000 150'000 451'660 150'553 252'196 CHF 85'571 CHF 93.64% 93.64%
04.07.2024 1.80% 0.54 CHF 0.55 CHF 600'000 200'000 571'085 190'362 313'731 CHF 106'481 CHF 98.07% 98.07%
03.07.2024 1.88% 0.54 CHF 0.55 CHF 600'000 200'000 598'477 199'492 315'657 CHF 107'214 CHF 95.98% 95.98%
02.07.2024 2.04% 0.53 CHF 0.54 CHF 600'000 200'000 600'000 200'000 291'053 CHF 99'018 CHF 93.80% 93.80%

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