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 1.45% 0.77 CHF 0.78 CHF 450'000 150'000 450'000 150'000 307'793 CHF 104'098 CHF 98.86% 98.86%
12.07.2024 1.40% 0.71 CHF 0.72 CHF 450'000 150'000 450'000 150'000 318'495 CHF 107'665 CHF 98.94% 98.94%
11.07.2024 1.22% 0.74 CHF 0.75 CHF 450'000 150'000 450'000 150'000 367'948 CHF 124'149 CHF 97.89% 97.89%
10.07.2024 1.13% 0.83 CHF 0.84 CHF 450'000 150'000 450'000 150'000 397'661 CHF 134'054 CHF 99.00% 99.00%
09.07.2024 1.10% 0.93 CHF 0.94 CHF 450'000 150'000 450'000 150'000 405'139 CHF 136'546 CHF 98.91% 98.91%
08.07.2024 1.11% 0.89 CHF 0.90 CHF 450'000 150'000 450'000 150'000 404'442 CHF 136'314 CHF 99.05% 99.05%
05.07.2024 1.14% 0.93 CHF 0.94 CHF 450'000 150'000 450'000 150'000 393'426 CHF 132'642 CHF 98.50% 98.50%
04.07.2024 1.15% 0.87 CHF 0.88 CHF 450'000 150'000 450'000 150'000 388'412 CHF 130'971 CHF 99.37% 99.37%
03.07.2024 1.16% 0.86 CHF 0.87 CHF 450'000 150'000 450'000 150'000 386'495 CHF 130'332 CHF 99.09% 99.09%
02.07.2024 1.22% 0.86 CHF 0.87 CHF 450'000 150'000 450'000 150'000 366'472 CHF 123'657 CHF 99.00% 99.00%

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