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 1.68% 0.66 CHF 0.67 CHF 600'000 200'000 600'000 200'000 354'475 CHF 120'158 CHF 98.50% 98.50%
12.07.2024 1.62% 0.61 CHF 0.62 CHF 600'000 200'000 600'000 200'000 367'048 CHF 124'349 CHF 98.85% 98.85%
11.07.2024 1.41% 0.64 CHF 0.65 CHF 600'000 200'000 471'460 157'153 331'888 CHF 112'201 CHF 98.36% 98.36%
10.07.2024 1.31% 0.71 CHF 0.72 CHF 450'000 150'000 450'000 150'000 341'139 CHF 115'213 CHF 99.07% 99.07%
09.07.2024 1.28% 0.80 CHF 0.81 CHF 450'000 150'000 450'000 150'000 348'636 CHF 117'712 CHF 98.73% 98.73%
08.07.2024 1.28% 0.77 CHF 0.78 CHF 450'000 150'000 450'000 150'000 348'059 CHF 117'520 CHF 99.08% 99.08%
05.07.2024 1.32% 0.80 CHF 0.81 CHF 450'000 150'000 450'000 150'000 337'903 CHF 114'134 CHF 98.54% 98.54%
04.07.2024 1.34% 0.75 CHF 0.76 CHF 450'000 150'000 450'000 150'000 333'814 CHF 112'771 CHF 99.37% 99.37%
03.07.2024 1.35% 0.74 CHF 0.75 CHF 450'000 150'000 450'000 150'000 332'019 CHF 112'173 CHF 99.15% 99.15%
02.07.2024 1.41% 0.74 CHF 0.75 CHF 450'000 150'000 450'000 150'000 315'974 CHF 106'825 CHF 98.95% 98.95%

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