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 1.58% 0.58 CHF 0.59 CHF 300'000 100'000 300'000 100'000 189'174 CHF 64'058 CHF 99.17% 99.17%
12.07.2024 1.63% 0.64 CHF 0.65 CHF 300'000 100'000 300'000 100'000 182'588 CHF 61'863 CHF 99.16% 99.16%
11.07.2024 1.63% 0.65 CHF 0.66 CHF 300'000 100'000 300'000 100'000 183'378 CHF 62'126 CHF 99.17% 99.17%
10.07.2024 1.76% 0.57 CHF 0.58 CHF 300'000 100'000 300'000 100'000 169'191 CHF 57'397 CHF 99.17% 99.17%
09.07.2024 1.70% 0.56 CHF 0.57 CHF 300'000 100'000 300'000 100'000 174'727 CHF 59'242 CHF 99.17% 99.17%
08.07.2024 1.58% 0.61 CHF 0.62 CHF 300'000 100'000 300'000 100'000 188'340 CHF 63'780 CHF 99.16% 99.16%
05.07.2024 1.57% 0.62 CHF 0.63 CHF 300'000 100'000 300'000 100'000 189'656 CHF 64'219 CHF 99.15% 99.15%
04.07.2024 1.38% 0.73 CHF 0.74 CHF 300'000 100'000 300'000 100'000 216'108 CHF 73'036 CHF 99.17% 99.17%
03.07.2024 1.46% 0.70 CHF 0.71 CHF 300'000 100'000 300'000 100'000 204'282 CHF 69'094 CHF 99.15% 99.15%
02.07.2024 1.52% 0.68 CHF 0.69 CHF 300'000 100'000 300'000 100'000 196'668 CHF 66'556 CHF 99.16% 99.16%

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