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 1.34% 0.71 CHF 0.72 CHF 750'000 250'000 750'000 250'000 558'337 CHF 188'612 CHF 99.38% 99.38%
12.07.2024 1.35% 0.76 CHF 0.77 CHF 750'000 250'000 750'000 250'000 550'404 CHF 185'968 CHF 99.38% 99.38%
11.07.2024 1.43% 0.73 CHF 0.74 CHF 750'000 250'000 750'000 250'000 519'621 CHF 175'707 CHF 99.38% 99.38%
10.07.2024 1.56% 0.64 CHF 0.65 CHF 750'000 250'000 750'000 250'000 476'878 CHF 161'459 CHF 99.37% 99.37%
09.07.2024 1.55% 0.61 CHF 0.62 CHF 750'000 250'000 750'000 250'000 480'068 CHF 162'523 CHF 99.37% 99.37%
08.07.2024 1.54% 0.64 CHF 0.65 CHF 750'000 250'000 750'000 250'000 484'367 CHF 163'956 CHF 99.38% 99.38%
05.07.2024 1.47% 0.65 CHF 0.66 CHF 750'000 250'000 750'000 250'000 507'044 CHF 171'515 CHF 99.38% 99.38%
04.07.2024 1.50% 0.67 CHF 0.68 CHF 750'000 250'000 750'000 250'000 497'193 CHF 168'231 CHF 98.59% 98.59%
03.07.2024 1.54% 0.65 CHF 0.66 CHF 750'000 250'000 750'000 250'000 484'667 CHF 164'056 CHF 99.37% 99.37%
02.07.2024 1.67% 0.60 CHF 0.61 CHF 750'000 250'000 750'000 250'000 444'220 CHF 150'573 CHF 99.38% 99.38%

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