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 1.22% 0.92 CHF 0.93 CHF 460'000 460'000 162'431 162'431 141'441 CHF 143'078 CHF 99.55% 99.55%
12.07.2024 1.18% 0.87 CHF 0.88 CHF 450'000 450'000 154'904 154'904 133'872 CHF 135'428 CHF 99.78% 99.78%
11.07.2024 1.09% 0.89 CHF 0.90 CHF 450'000 450'000 153'556 153'556 142'802 CHF 144'349 CHF 99.44% 99.44%
10.07.2024 1.02% 0.96 CHF 0.97 CHF 440'000 440'000 149'802 149'802 148'667 CHF 150'170 CHF 99.45% 99.45%
09.07.2024 1.01% 1.04 CHF 1.05 CHF 420'000 420'000 147'863 147'863 151'270 CHF 152'757 CHF 99.91% 99.91%
08.07.2024 1.01% 1.01 CHF 1.02 CHF 420'000 420'000 148'305 148'305 149'896 CHF 151'386 CHF 99.90% 99.90%
05.07.2024 1.02% 1.04 CHF 1.05 CHF 420'000 420'000 147'990 147'990 149'372 CHF 150'856 CHF 99.42% 99.42%
04.07.2024 1.43% 0.99 CHF 1.02 CHF 45'000 45'000 69'699 69'699 68'997 CHF 69'886 CHF 99.49% 99.49%
03.07.2024 1.04% 0.99 CHF 1.00 CHF 430'000 430'000 150'687 150'687 148'494 CHF 150'007 CHF 99.99% 99.99%
02.07.2024 1.08% 0.99 CHF 1.00 CHF 430'000 430'000 152'306 152'306 146'315 CHF 147'845 CHF 99.38% 99.38%

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