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 1.18% 0.80 CHF 0.81 CHF 600'000 200'000 600'000 200'000 505'099 CHF 170'366 CHF 99.38% 99.38%
12.07.2024 1.20% 0.87 CHF 0.88 CHF 600'000 200'000 600'000 200'000 498'639 CHF 168'213 CHF 99.38% 99.38%
11.07.2024 1.29% 0.83 CHF 0.84 CHF 600'000 200'000 600'000 200'000 464'057 CHF 156'686 CHF 99.37% 99.37%
10.07.2024 1.43% 0.71 CHF 0.72 CHF 600'000 200'000 600'000 200'000 417'439 CHF 141'146 CHF 99.37% 99.37%
09.07.2024 1.42% 0.66 CHF 0.67 CHF 600'000 200'000 600'000 200'000 420'887 CHF 142'296 CHF 99.38% 99.38%
08.07.2024 1.40% 0.70 CHF 0.71 CHF 600'000 200'000 600'000 200'000 424'355 CHF 143'452 CHF 99.37% 99.37%
05.07.2024 1.33% 0.71 CHF 0.72 CHF 600'000 200'000 600'000 200'000 447'058 CHF 151'019 CHF 99.38% 99.38%
04.07.2024 1.37% 0.74 CHF 0.75 CHF 600'000 200'000 600'000 200'000 436'024 CHF 147'341 CHF 98.59% 98.59%
03.07.2024 1.41% 0.70 CHF 0.71 CHF 600'000 200'000 600'000 200'000 422'353 CHF 142'784 CHF 99.37% 99.37%
02.07.2024 1.57% 0.64 CHF 0.65 CHF 600'000 200'000 600'000 200'000 378'669 CHF 128'223 CHF 99.38% 99.38%

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