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 5.87% 0.16 CHF 0.17 CHF 900'000 300'000 765'906 255'302 126'589 CHF 44'749 CHF 99.17% 99.17%
12.07.2024 6.06% 0.15 CHF 0.16 CHF 900'000 300'000 797'695 265'898 127'529 CHF 45'169 CHF 99.17% 99.17%
11.07.2024 5.87% 0.18 CHF 0.19 CHF 750'000 250'000 783'060 261'020 129'686 CHF 45'839 CHF 99.16% 99.16%
10.07.2024 6.19% 0.15 CHF 0.16 CHF 900'000 300'000 806'702 268'901 126'114 CHF 44'727 CHF 99.16% 99.16%
09.07.2024 5.70% 0.16 CHF 0.17 CHF 750'000 250'000 750'000 250'000 128'114 CHF 45'205 CHF 99.17% 99.17%
08.07.2024 5.38% 0.17 CHF 0.18 CHF 750'000 250'000 750'000 250'000 135'785 CHF 47'762 CHF 99.16% 99.16%
05.07.2024 5.16% 0.19 CHF 0.20 CHF 750'000 250'000 750'000 250'000 141'582 CHF 49'694 CHF 99.15% 99.15%
04.07.2024 5.78% 0.17 CHF 0.18 CHF 750'000 250'000 750'302 250'101 126'169 CHF 44'557 CHF 99.17% 99.17%
03.07.2024 6.76% 0.14 CHF 0.15 CHF 900'000 300'000 900'000 300'000 128'850 CHF 45'950 CHF 99.15% 99.15%
02.07.2024 7.94% 0.13 CHF 0.14 CHF 900'000 300'000 900'000 300'000 109'277 CHF 39'426 CHF 99.17% 99.17%

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