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 2.80% 0.36 CHF 0.35 CHF 900'000 300'000 900'000 300'000 316'843 CHF 108'614 CHF 79.83% 98.64%
12.07.2024 2.76% 0.36 CHF 0.37 CHF 900'000 300'000 900'000 300'000 322'144 CHF 110'381 CHF 99.07% 99.07%
11.07.2024 2.40% 0.39 CHF 0.40 CHF 750'000 250'000 750'000 250'000 309'510 CHF 105'670 CHF 97.84% 97.84%
10.07.2024 2.32% 0.40 CHF 0.41 CHF 750'000 250'000 750'000 250'000 319'092 CHF 108'864 CHF 99.23% 99.23%
09.07.2024 2.31% 0.46 CHF 0.47 CHF 750'000 250'000 750'000 250'000 321'210 CHF 109'570 CHF 98.93% 98.93%
08.07.2024 2.34% 0.42 CHF 0.43 CHF 750'000 250'000 750'000 250'000 316'541 CHF 108'014 CHF 99.05% 99.05%
05.07.2024 2.30% 0.43 CHF 0.44 CHF 750'000 250'000 750'000 250'000 321'685 CHF 109'728 CHF 98.85% 98.85%
04.07.2024 2.30% 0.42 CHF 0.43 CHF 750'000 250'000 750'000 250'000 322'532 CHF 110'011 CHF 99.38% 99.38%
03.07.2024 2.17% 0.44 CHF 0.45 CHF 750'000 250'000 750'000 250'000 342'191 CHF 116'564 CHF 99.01% 99.01%
02.07.2024 2.38% 0.44 CHF 0.45 CHF 750'000 250'000 750'000 250'000 312'085 CHF 106'528 CHF 98.98% 98.98%

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