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 2.70% 0.36 CHF 0.37 CHF 1'000'000 150'000 1'000'000 150'000 366'288 CHF 56'443 CHF 99.27% 99.27%
12.07.2024 2.84% 0.38 CHF 0.39 CHF 1'000'000 150'000 1'000'000 150'000 347'606 CHF 53'641 CHF 99.27% 99.27%
11.07.2024 3.00% 0.35 CHF 0.36 CHF 1'000'000 150'000 1'000'000 150'000 328'101 CHF 50'715 CHF 99.27% 99.27%
10.07.2024 2.98% 0.32 CHF 0.33 CHF 1'000'000 150'000 1'000'000 150'000 330'519 CHF 51'078 CHF 99.27% 99.27%
09.07.2024 2.81% 0.35 CHF 0.36 CHF 1'000'000 150'000 1'000'000 150'000 350'263 CHF 54'040 CHF 99.27% 99.27%
08.07.2024 2.80% 0.34 CHF 0.35 CHF 1'000'000 150'000 1'000'000 150'000 352'111 CHF 54'317 CHF 99.20% 99.20%
05.07.2024 2.68% 0.36 CHF 0.37 CHF 1'000'000 150'000 1'000'000 150'000 369'012 CHF 56'852 CHF 99.26% 99.26%
04.07.2024 2.56% 0.38 CHF 0.39 CHF 1'000'000 150'000 1'000'000 150'000 385'227 CHF 59'284 CHF 99.27% 99.27%
03.07.2024 2.87% 0.38 CHF 0.39 CHF 1'000'000 150'000 1'000'000 150'000 344'408 CHF 53'161 CHF 99.27% 99.27%
02.07.2024 3.17% 0.33 CHF 0.34 CHF 1'000'000 150'000 1'000'000 150'000 311'394 CHF 48'209 CHF 99.27% 99.27%

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