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 150'000 50'000 150'000 50'000 139'979 CHF 47'160 CHF 99.38% 99.38%
12.07.2024 0.96% 1.00 CHF 1.01 CHF 150'000 50'000 150'000 50'000 155'052 CHF 52'184 CHF 99.38% 99.38%
11.07.2024 1.00% 1.02 CHF 1.03 CHF 150'000 50'000 150'000 50'000 149'819 CHF 50'440 CHF 91.39% 91.39%
10.07.2024 0.64% 1.57 CHF 1.58 CHF 150'000 50'000 150'000 50'000 233'675 CHF 78'392 CHF 99.36% 99.36%
09.07.2024 0.60% 1.63 CHF 1.64 CHF 150'000 50'000 150'000 50'000 251'184 CHF 84'228 CHF 99.37% 99.37%
08.07.2024 0.56% 1.73 CHF 1.74 CHF 150'000 50'000 150'000 50'000 266'773 CHF 89'424 CHF 99.38% 99.38%
05.07.2024 0.57% 1.74 CHF 1.75 CHF 150'000 50'000 150'000 50'000 263'450 CHF 88'317 CHF 99.00% 99.00%
04.07.2024 0.56% 1.72 CHF 1.73 CHF 150'000 50'000 150'000 50'000 265'487 CHF 88'996 CHF 91.02% 91.02%
03.07.2024 0.70% 1.49 CHF 1.50 CHF 150'000 50'000 150'000 50'000 214'529 CHF 72'010 CHF 99.38% 99.38%
02.07.2024 0.82% 1.23 CHF 1.24 CHF 150'000 50'000 150'000 50'000 183'238 CHF 61'579 CHF 99.37% 99.37%

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