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 2.14% 0.46 CHF 0.47 CHF 450'000 150'000 450'000 150'000 208'820 CHF 71'107 CHF 98.95% 98.95%
12.07.2024 1.79% 0.59 CHF 0.60 CHF 450'000 150'000 450'000 150'000 249'643 CHF 84'714 CHF 99.17% 99.17%
11.07.2024 1.81% 0.57 CHF 0.58 CHF 450'000 150'000 450'000 150'000 246'574 CHF 83'692 CHF 99.17% 99.17%
10.07.2024 1.85% 0.55 CHF 0.56 CHF 450'000 150'000 450'000 150'000 241'070 CHF 81'857 CHF 98.70% 98.70%
09.07.2024 1.80% 0.51 CHF 0.52 CHF 450'000 150'000 450'000 150'000 249'113 CHF 84'538 CHF 99.17% 99.17%
08.07.2024 1.57% 0.60 CHF 0.61 CHF 450'000 150'000 321'735 107'245 203'409 CHF 68'876 CHF 99.16% 99.16%
05.07.2024 1.59% 0.63 CHF 0.64 CHF 300'000 100'000 327'959 109'320 204'223 CHF 69'168 CHF 99.15% 99.15%
04.07.2024 1.73% 0.60 CHF 0.61 CHF 450'000 150'000 447'878 149'293 256'892 CHF 87'124 CHF 99.17% 99.17%
03.07.2024 2.13% 0.46 CHF 0.47 CHF 450'000 150'000 450'000 150'000 208'778 CHF 71'093 CHF 99.17% 99.17%
02.07.2024 2.27% 0.46 CHF 0.47 CHF 450'000 150'000 450'000 150'000 196'201 CHF 66'900 CHF 99.16% 99.16%

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