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
12.07.2024 1.09% 0.95 CHF 0.96 CHF 300'000 50'000 300'000 50'000 272'656 CHF 45'943 CHF 99.17% 99.17%
11.07.2024 1.14% 0.91 CHF 0.92 CHF 300'000 50'000 300'000 50'000 261'001 CHF 44'000 CHF 99.16% 99.16%
10.07.2024 1.13% 0.90 CHF 0.91 CHF 300'000 50'000 300'000 50'000 263'315 CHF 44'386 CHF 99.16% 99.16%
09.07.2024 1.11% 0.84 CHF 0.85 CHF 300'000 50'000 300'000 50'000 268'141 CHF 45'190 CHF 99.17% 99.17%
08.07.2024 1.09% 0.91 CHF 0.92 CHF 300'000 50'000 300'000 50'000 273'873 CHF 46'146 CHF 99.15% 99.15%
05.07.2024 1.07% 0.93 CHF 0.94 CHF 300'000 50'000 300'000 50'000 279'850 CHF 47'142 CHF 99.16% 99.16%
04.07.2024 1.14% 0.88 CHF 0.89 CHF 300'000 50'000 300'000 50'000 262'255 CHF 44'209 CHF 99.16% 99.16%
03.07.2024 1.24% 0.81 CHF 0.82 CHF 300'000 50'000 300'000 50'000 241'267 CHF 40'711 CHF 99.17% 99.17%
02.07.2024 1.32% 0.80 CHF 0.81 CHF 300'000 50'000 300'000 50'000 226'460 CHF 38'243 CHF 99.16% 99.16%
01.07.2024 1.32% 0.75 CHF 0.76 CHF 300'000 50'000 300'000 50'000 226'207 CHF 38'201 CHF 93.40% 93.40%

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