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 1.17% 0.85 CHF 0.86 CHF 225'000 75'000 224'712 74'904 190'451 CHF 64'233 CHF 99.38% 99.38%
12.07.2024 1.08% 0.89 CHF 0.90 CHF 225'000 75'000 159'572 53'191 147'217 CHF 49'604 CHF 99.38% 99.38%
11.07.2024 1.12% 0.91 CHF 0.92 CHF 150'000 50'000 203'979 67'991 180'813 CHF 60'949 CHF 91.41% 91.41%
10.07.2024 0.71% 1.41 CHF 1.42 CHF 150'000 50'000 150'000 50'000 209'848 CHF 70'450 CHF 99.36% 99.36%
09.07.2024 0.66% 1.47 CHF 1.48 CHF 150'000 50'000 150'000 50'000 225'924 CHF 75'808 CHF 99.37% 99.37%
08.07.2024 0.62% 1.56 CHF 1.57 CHF 150'000 50'000 150'000 50'000 240'338 CHF 80'613 CHF 99.38% 99.38%
05.07.2024 0.63% 1.56 CHF 1.57 CHF 150'000 50'000 150'000 50'000 237'371 CHF 79'624 CHF 99.00% 99.00%
04.07.2024 0.62% 1.55 CHF 1.56 CHF 150'000 50'000 150'000 50'000 239'936 CHF 80'479 CHF 91.02% 91.02%
03.07.2024 0.78% 1.35 CHF 1.36 CHF 150'000 50'000 150'000 50'000 192'490 CHF 64'664 CHF 99.38% 99.38%
02.07.2024 0.91% 1.10 CHF 1.11 CHF 150'000 50'000 150'000 50'000 164'132 CHF 55'211 CHF 99.38% 99.38%

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