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 1.01% 0.96 CHF 0.97 CHF 600'000 200'000 524'606 174'869 515'582 CHF 173'609 CHF 99.27% 99.27%
12.07.2024 0.97% 1.02 CHF 1.03 CHF 450'000 150'000 502'346 167'449 512'724 CHF 172'582 CHF 99.27% 99.27%
11.07.2024 0.95% 1.03 CHF 1.04 CHF 600'000 200'000 467'761 155'920 488'087 CHF 164'255 CHF 99.27% 99.27%
10.07.2024 0.98% 1.02 CHF 1.03 CHF 600'000 200'000 599'665 199'888 609'837 CHF 205'278 CHF 99.27% 99.27%
09.07.2024 0.95% 0.99 CHF 1.00 CHF 600'000 200'000 496'786 165'595 519'805 CHF 174'924 CHF 99.27% 99.27%
08.07.2024 0.93% 1.08 CHF 1.09 CHF 450'000 150'000 465'857 155'286 500'184 CHF 168'281 CHF 99.25% 99.25%
05.07.2024 1.00% 1.02 CHF 1.03 CHF 600'000 200'000 600'000 200'000 595'741 CHF 200'580 CHF 99.27% 99.27%
04.07.2024 1.05% 0.93 CHF 0.94 CHF 600'000 200'000 600'000 200'000 570'943 CHF 192'314 CHF 99.27% 99.27%
03.07.2024 1.06% 0.94 CHF 0.95 CHF 600'000 200'000 600'000 200'000 562'478 CHF 189'493 CHF 99.27% 99.27%
02.07.2024 1.08% 0.95 CHF 0.96 CHF 600'000 200'000 600'000 200'000 553'068 CHF 186'356 CHF 99.27% 99.27%

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