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 6.16% 0.15 CHF 0.16 CHF 1'500'000 300'000 1'500'000 300'000 236'132 CHF 50'226 CHF 99.27% 99.27%
12.07.2024 6.82% 0.15 CHF 0.16 CHF 1'500'000 300'000 1'500'000 300'000 212'837 CHF 45'567 CHF 99.27% 99.27%
11.07.2024 6.80% 0.14 CHF 0.15 CHF 1'500'000 300'000 1'500'000 300'000 213'385 CHF 45'677 CHF 99.27% 99.27%
10.07.2024 6.85% 0.15 CHF 0.16 CHF 1'500'000 300'000 1'500'000 300'000 211'706 CHF 45'341 CHF 99.27% 99.27%
09.07.2024 7.34% 0.13 CHF 0.14 CHF 1'500'000 300'000 1'500'000 300'000 197'050 CHF 42'410 CHF 99.27% 99.27%
08.07.2024 7.41% 0.13 CHF 0.14 CHF 1'500'000 300'000 1'500'000 300'000 194'937 CHF 41'987 CHF 99.22% 99.22%
05.07.2024 7.79% 0.13 CHF 0.14 CHF 1'500'000 300'000 1'500'000 300'000 185'386 CHF 40'077 CHF 99.27% 99.27%
04.07.2024 8.12% 0.12 CHF 0.13 CHF 1'500'000 300'000 1'500'000 300'000 177'358 CHF 38'472 CHF 99.27% 99.27%
03.07.2024 8.41% 0.12 CHF 0.13 CHF 1'500'000 300'000 1'500'000 300'000 171'116 CHF 37'223 CHF 99.27% 99.27%
02.07.2024 9.20% 0.11 CHF 0.12 CHF 1'500'000 300'000 1'500'000 300'000 156'062 CHF 34'212 CHF 99.27% 99.27%

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