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 1.69% 0.59 CHF 0.60 CHF 450'000 150'000 450'000 150'000 264'054 CHF 89'518 CHF 99.15% 99.15%
12.07.2024 1.71% 0.59 CHF 0.60 CHF 450'000 150'000 450'000 150'000 260'636 CHF 88'379 CHF 99.22% 99.22%
11.07.2024 1.50% 0.64 CHF 0.65 CHF 450'000 150'000 450'000 150'000 298'185 CHF 100'895 CHF 98.09% 98.09%
10.07.2024 1.44% 0.65 CHF 0.66 CHF 450'000 150'000 450'000 150'000 309'581 CHF 104'694 CHF 99.22% 99.22%
09.07.2024 1.43% 0.73 CHF 0.74 CHF 450'000 150'000 450'000 150'000 312'656 CHF 105'719 CHF 99.23% 99.23%
08.07.2024 1.45% 0.68 CHF 0.69 CHF 450'000 150'000 450'000 150'000 307'446 CHF 103'982 CHF 99.21% 99.21%
05.07.2024 1.42% 0.69 CHF 0.70 CHF 450'000 150'000 450'000 150'000 313'692 CHF 106'064 CHF 99.22% 99.22%
04.07.2024 1.43% 0.68 CHF 0.69 CHF 450'000 150'000 450'000 150'000 312'020 CHF 105'507 CHF 99.23% 99.23%
03.07.2024 1.36% 0.71 CHF 0.72 CHF 450'000 150'000 450'000 150'000 328'062 CHF 110'854 CHF 99.21% 99.21%
02.07.2024 1.47% 0.71 CHF 0.72 CHF 450'000 150'000 450'000 150'000 303'381 CHF 102'627 CHF 99.22% 99.22%

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