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 1.03% 0.91 CHF 0.92 CHF 450'000 150'000 338'280 112'760 325'688 CHF 109'690 CHF 99.38% 99.38%
12.07.2024 1.10% 0.95 CHF 0.96 CHF 450'000 150'000 450'000 150'000 407'259 CHF 137'253 CHF 99.38% 99.38%
11.07.2024 1.17% 0.92 CHF 0.93 CHF 450'000 150'000 450'000 150'000 384'060 CHF 129'520 CHF 99.38% 99.38%
10.07.2024 1.26% 0.80 CHF 0.81 CHF 450'000 150'000 450'000 150'000 355'846 CHF 120'115 CHF 99.37% 99.37%
09.07.2024 1.22% 0.79 CHF 0.80 CHF 450'000 150'000 450'000 150'000 367'901 CHF 124'134 CHF 99.38% 99.38%
08.07.2024 1.17% 0.86 CHF 0.87 CHF 300'000 100'000 300'000 100'000 256'100 CHF 86'367 CHF 99.38% 99.38%
05.07.2024 1.06% 0.90 CHF 0.91 CHF 300'000 100'000 300'000 100'000 281'224 CHF 94'741 CHF 99.38% 99.38%
04.07.2024 1.12% 0.90 CHF 0.91 CHF 300'000 100'000 300'000 100'000 267'271 CHF 90'091 CHF 98.59% 98.59%
03.07.2024 1.17% 0.87 CHF 0.88 CHF 300'000 100'000 300'000 100'000 254'152 CHF 85'717 CHF 99.37% 99.37%
02.07.2024 1.36% 0.78 CHF 0.79 CHF 300'000 100'000 300'000 100'000 220'038 CHF 74'346 CHF 99.38% 99.38%

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