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 6.80% 0.13 CHF 0.14 CHF 900'000 300'000 776'863 258'954 110'406 CHF 39'391 CHF 99.31% 99.31%
12.07.2024 6.83% 0.15 CHF 0.16 CHF 750'000 250'000 832'673 277'558 117'677 CHF 42'001 CHF 99.30% 99.30%
11.07.2024 6.56% 0.13 CHF 0.14 CHF 900'000 300'000 763'686 254'562 112'582 CHF 40'073 CHF 98.07% 98.07%
10.07.2024 6.89% 0.15 CHF 0.16 CHF 750'000 250'000 769'822 256'607 107'919 CHF 38'539 CHF 99.41% 99.41%
09.07.2024 6.54% 0.14 CHF 0.15 CHF 750'000 250'000 755'891 251'964 111'833 CHF 39'798 CHF 99.37% 99.37%
08.07.2024 7.27% 0.14 CHF 0.15 CHF 750'000 250'000 866'166 288'722 114'734 CHF 41'132 CHF 99.31% 99.31%
05.07.2024 8.01% 0.12 CHF 0.13 CHF 900'000 300'000 900'000 300'000 107'941 CHF 38'980 CHF 98.58% 98.58%
04.07.2024 8.00% 0.12 CHF 0.13 CHF 900'000 300'000 900'000 300'000 108'000 CHF 39'000 CHF 99.37% 99.37%
03.07.2024 8.03% 0.11 CHF 0.12 CHF 900'000 300'000 900'000 300'000 107'607 CHF 38'869 CHF 99.27% 99.27%
02.07.2024 8.75% 0.11 CHF 0.12 CHF 900'000 300'000 900'714 300'714 98'428 CHF 35'864 CHF 99.39% 99.39%

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