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 1.25% 0.87 CHF 0.88 CHF 450'000 150'000 450'000 150'000 357'860 CHF 120'787 CHF 98.75% 98.75%
12.07.2024 1.22% 0.81 CHF 0.82 CHF 450'000 150'000 450'000 150'000 367'733 CHF 124'078 CHF 99.00% 99.00%
11.07.2024 1.07% 0.85 CHF 0.86 CHF 450'000 150'000 450'000 150'000 417'197 CHF 140'566 CHF 98.34% 98.34%
10.07.2024 1.01% 0.93 CHF 0.94 CHF 450'000 150'000 450'000 150'000 444'322 CHF 149'607 CHF 99.09% 99.09%
09.07.2024 0.99% 1.03 CHF 1.04 CHF 450'000 150'000 450'000 150'000 452'290 CHF 152'263 CHF 98.90% 98.90%
08.07.2024 0.99% 1.00 CHF 1.01 CHF 450'000 150'000 450'000 150'000 451'253 CHF 151'918 CHF 99.00% 99.00%
05.07.2024 1.02% 1.03 CHF 1.04 CHF 450'000 150'000 450'000 150'000 440'595 CHF 148'365 CHF 98.70% 98.70%
04.07.2024 1.03% 0.97 CHF 0.98 CHF 450'000 150'000 450'000 150'000 435'551 CHF 146'684 CHF 99.38% 99.38%
03.07.2024 1.03% 0.97 CHF 0.98 CHF 450'000 150'000 450'000 150'000 433'790 CHF 146'097 CHF 99.21% 99.21%
02.07.2024 1.08% 0.96 CHF 0.97 CHF 450'000 150'000 450'000 150'000 413'715 CHF 139'405 CHF 98.95% 98.95%

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