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 2.83% 0.33 CHF 0.34 CHF 450'000 150'000 333'365 111'122 115'866 CHF 39'733 CHF 99.17% 99.17%
12.07.2024 2.65% 0.38 CHF 0.39 CHF 300'000 100'000 300'000 100'000 111'797 CHF 38'266 CHF 99.17% 99.17%
11.07.2024 2.78% 0.37 CHF 0.38 CHF 300'000 100'000 322'817 107'606 114'313 CHF 39'180 CHF 99.17% 99.17%
10.07.2024 2.66% 0.38 CHF 0.39 CHF 300'000 100'000 318'720 106'240 117'793 CHF 40'327 CHF 99.16% 99.16%
09.07.2024 2.76% 0.37 CHF 0.38 CHF 300'000 100'000 320'105 106'702 114'128 CHF 39'110 CHF 99.17% 99.17%
08.07.2024 3.00% 0.36 CHF 0.37 CHF 300'000 100'000 414'248 138'083 135'755 CHF 46'632 CHF 99.15% 99.15%
05.07.2024 3.37% 0.31 CHF 0.32 CHF 450'000 150'000 450'000 150'000 131'636 CHF 45'379 CHF 98.84% 98.84%
04.07.2024 4.02% 0.29 CHF 0.30 CHF 450'000 150'000 450'006 150'002 112'967 CHF 39'156 CHF 99.00% 99.00%
03.07.2024 7.65% 0.12 CHF 0.13 CHF 600'000 200'000 600'000 200'000 75'548 CHF 27'183 CHF 99.17% 99.17%
02.07.2024 8.68% 0.12 CHF 0.13 CHF 600'000 200'000 612'588 204'196 67'609 CHF 24'578 CHF 99.16% 99.16%

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