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 1.31% 0.72 CHF 0.73 CHF 450'000 150'000 376'049 125'350 283'397 CHF 95'719 CHF 99.17% 99.17%
12.07.2024 1.34% 0.77 CHF 0.78 CHF 300'000 100'000 448'904 149'635 331'621 CHF 112'037 CHF 99.16% 99.16%
11.07.2024 1.34% 0.77 CHF 0.78 CHF 450'000 150'000 433'633 144'544 320'650 CHF 108'329 CHF 99.17% 99.17%
10.07.2024 1.42% 0.71 CHF 0.72 CHF 450'000 150'000 450'000 150'000 314'104 CHF 106'201 CHF 99.16% 99.16%
09.07.2024 1.39% 0.70 CHF 0.71 CHF 450'000 150'000 450'000 150'000 321'972 CHF 108'824 CHF 99.17% 99.17%
08.07.2024 1.31% 0.74 CHF 0.75 CHF 450'000 150'000 450'000 150'000 341'459 CHF 115'320 CHF 99.15% 99.15%
05.07.2024 1.30% 0.75 CHF 0.76 CHF 450'000 150'000 450'000 150'000 344'152 CHF 116'217 CHF 99.15% 99.15%
04.07.2024 1.18% 0.86 CHF 0.87 CHF 300'000 100'000 309'955 103'318 261'067 CHF 88'055 CHF 99.17% 99.17%
03.07.2024 1.23% 0.82 CHF 0.83 CHF 300'000 100'000 424'427 141'476 342'853 CHF 115'699 CHF 99.15% 99.15%
02.07.2024 1.27% 0.81 CHF 0.82 CHF 450'000 150'000 449'975 149'992 353'113 CHF 119'204 CHF 99.16% 99.16%

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