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 1.95% 0.48 CHF 0.49 CHF 600'000 200'000 600'000 200'000 305'138 CHF 103'713 CHF 99.17% 99.17%
12.07.2024 1.94% 0.52 CHF 0.53 CHF 600'000 200'000 600'000 200'000 306'443 CHF 104'148 CHF 99.17% 99.17%
11.07.2024 1.83% 0.55 CHF 0.56 CHF 600'000 200'000 600'000 200'000 325'614 CHF 110'538 CHF 99.17% 99.17%
10.07.2024 1.87% 0.53 CHF 0.54 CHF 600'000 200'000 600'000 200'000 317'670 CHF 107'890 CHF 99.17% 99.17%
09.07.2024 1.82% 0.54 CHF 0.55 CHF 600'000 200'000 600'000 200'000 326'934 CHF 110'978 CHF 99.17% 99.17%
08.07.2024 1.70% 0.56 CHF 0.57 CHF 600'000 200'000 600'000 200'000 349'230 CHF 118'410 CHF 99.16% 99.16%
05.07.2024 1.67% 0.59 CHF 0.60 CHF 600'000 200'000 483'477 161'159 287'110 CHF 97'315 CHF 99.15% 99.15%
04.07.2024 1.83% 0.55 CHF 0.56 CHF 600'000 200'000 599'584 199'861 325'529 CHF 110'508 CHF 99.17% 99.17%
03.07.2024 1.74% 0.57 CHF 0.58 CHF 600'000 200'000 600'000 200'000 341'807 CHF 115'936 CHF 99.17% 99.17%
02.07.2024 1.90% 0.53 CHF 0.54 CHF 600'000 200'000 600'000 200'000 313'693 CHF 106'564 CHF 99.16% 99.16%

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