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 2.09% 0.45 CHF 0.46 CHF 1'500'000 200'000 1'500'000 200'000 712'022 CHF 96'936 CHF 99.27% 99.27%
12.07.2024 1.95% 0.51 CHF 0.52 CHF 1'500'000 200'000 1'500'000 200'000 761'360 CHF 103'515 CHF 99.27% 99.27%
11.07.2024 1.87% 0.51 CHF 0.52 CHF 1'500'000 200'000 1'500'000 200'000 793'740 CHF 107'832 CHF 99.27% 99.27%
10.07.2024 1.96% 0.51 CHF 0.52 CHF 1'500'000 200'000 1'500'000 200'000 758'662 CHF 103'155 CHF 99.27% 99.27%
09.07.2024 1.86% 0.48 CHF 0.49 CHF 1'500'000 200'000 1'500'000 200'000 801'356 CHF 108'847 CHF 99.27% 99.27%
08.07.2024 1.77% 0.56 CHF 0.57 CHF 1'500'000 200'000 1'500'000 200'000 840'972 CHF 114'130 CHF 99.25% 99.25%
05.07.2024 2.04% 0.51 CHF 0.52 CHF 1'500'000 200'000 1'500'000 200'000 727'487 CHF 98'998 CHF 99.27% 99.27%
04.07.2024 2.21% 0.43 CHF 0.44 CHF 1'500'000 200'000 1'500'000 200'000 670'992 CHF 91'466 CHF 99.27% 99.27%
03.07.2024 2.27% 0.44 CHF 0.45 CHF 1'500'000 200'000 1'500'000 200'000 652'313 CHF 88'975 CHF 99.27% 99.27%
02.07.2024 2.34% 0.45 CHF 0.46 CHF 1'500'000 200'000 1'500'000 200'000 634'050 CHF 86'540 CHF 99.27% 99.27%

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