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 4.79% 0.20 CHF 0.21 CHF 450'000 150'000 450'000 150'000 91'734 CHF 32'078 CHF 99.38% 99.38%
12.07.2024 4.82% 0.21 CHF 0.22 CHF 450'000 150'000 450'000 150'000 91'264 CHF 31'921 CHF 99.38% 99.38%
11.07.2024 5.26% 0.19 CHF 0.20 CHF 450'000 150'000 450'000 150'000 83'390 CHF 29'297 CHF 99.38% 99.38%
10.07.2024 5.74% 0.18 CHF 0.19 CHF 450'000 150'000 480'822 160'274 81'267 CHF 28'692 CHF 99.38% 99.38%
09.07.2024 6.33% 0.15 CHF 0.16 CHF 600'000 200'000 600'000 200'000 91'816 CHF 32'606 CHF 99.38% 99.38%
08.07.2024 5.69% 0.16 CHF 0.17 CHF 600'000 200'000 547'357 182'452 93'081 CHF 32'852 CHF 99.38% 99.38%
05.07.2024 5.20% 0.18 CHF 0.19 CHF 450'000 150'000 450'000 150'000 84'358 CHF 29'619 CHF 99.38% 99.38%
04.07.2024 5.69% 0.17 CHF 0.18 CHF 450'000 150'000 513'040 171'013 87'560 CHF 30'897 CHF 98.59% 98.59%
03.07.2024 5.98% 0.17 CHF 0.18 CHF 600'000 200'000 597'809 199'270 96'987 CHF 34'322 CHF 99.38% 99.38%
02.07.2024 6.08% 0.15 CHF 0.16 CHF 600'000 200'000 600'000 200'000 95'796 CHF 33'932 CHF 99.37% 99.37%

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