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 1.07% 0.93 CHF 0.94 CHF 600'000 200'000 600'000 200'000 559'412 CHF 188'471 CHF 98.58% 98.58%
12.07.2024 1.10% 0.97 CHF 0.98 CHF 600'000 200'000 600'000 200'000 543'036 CHF 183'012 CHF 95.91% 95.91%
11.07.2024 1.06% 0.91 CHF 0.92 CHF 600'000 200'000 600'000 200'000 564'042 CHF 190'014 CHF 94.14% 94.14%
10.07.2024 1.15% 0.92 CHF 0.93 CHF 600'000 200'000 600'000 200'000 518'516 CHF 174'839 CHF 94.86% 94.86%
09.07.2024 1.15% 0.84 CHF 0.85 CHF 600'000 200'000 600'000 200'000 519'341 CHF 175'114 CHF 97.19% 97.19%
08.07.2024 1.26% 0.80 CHF 0.81 CHF 600'000 200'000 600'000 200'000 474'044 CHF 160'015 CHF 94.78% 94.78%
05.07.2024 1.49% 0.75 CHF 0.76 CHF 600'000 200'000 610'524 203'508 405'860 CHF 137'322 CHF 86.24% 86.24%
04.07.2024 1.52% 0.64 CHF 0.65 CHF 750'000 250'000 736'098 245'366 479'386 CHF 162'249 CHF 99.37% 99.37%
03.07.2024 1.52% 0.65 CHF 0.66 CHF 750'000 250'000 694'569 231'523 452'085 CHF 153'010 CHF 89.28% 89.28%
02.07.2024 1.79% 0.58 CHF 0.59 CHF 750'000 250'000 750'000 250'000 416'112 CHF 141'204 CHF 97.92% 97.92%

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