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 2.76% 0.38 CHF 0.39 CHF 450'000 150'000 450'000 150'000 161'173 CHF 55'224 CHF 91.89% 91.89%
12.07.2024 3.45% 0.33 CHF 0.34 CHF 450'000 150'000 590'958 196'986 168'155 CHF 58'022 CHF 99.60% 99.60%
11.07.2024 3.02% 0.26 CHF 0.27 CHF 600'000 200'000 600'000 200'000 196'521 CHF 67'507 CHF 97.90% 97.90%
10.07.2024 3.34% 0.31 CHF 0.32 CHF 600'000 200'000 600'000 200'000 176'703 CHF 60'901 CHF 98.91% 98.91%
09.07.2024 3.59% 0.27 CHF 0.28 CHF 600'000 200'000 600'000 200'000 164'364 CHF 56'788 CHF 99.16% 99.16%
08.07.2024 3.76% 0.26 CHF 0.27 CHF 600'000 200'000 600'000 200'000 156'977 CHF 54'326 CHF 99.49% 99.49%
05.07.2024 4.73% 0.24 CHF 0.25 CHF 600'000 200'000 716'838 238'946 147'753 CHF 51'641 CHF 93.59% 93.59%
04.07.2024 4.88% 0.20 CHF 0.21 CHF 750'000 250'000 750'000 250'000 149'834 CHF 52'445 CHF 98.07% 98.07%
03.07.2024 5.21% 0.19 CHF 0.20 CHF 750'000 250'000 750'000 250'000 140'369 CHF 49'290 CHF 96.03% 96.03%
02.07.2024 6.22% 0.19 CHF 0.20 CHF 750'000 250'000 750'000 250'000 117'472 CHF 41'657 CHF 93.84% 93.84%

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