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 1.05% 1.03 CHF 1.04 CHF 300'000 100'000 300'000 100'000 283'959 CHF 95'653 CHF 99.02% 99.02%
12.07.2024 1.15% 0.92 CHF 0.93 CHF 300'000 100'000 346'210 115'403 299'527 CHF 100'997 CHF 99.68% 99.68%
11.07.2024 1.22% 0.87 CHF 0.88 CHF 300'000 100'000 444'899 148'300 361'328 CHF 121'926 CHF 98.73% 98.73%
10.07.2024 1.29% 0.75 CHF 0.76 CHF 450'000 150'000 450'000 150'000 346'688 CHF 117'063 CHF 98.50% 98.50%
09.07.2024 1.23% 0.78 CHF 0.79 CHF 450'000 150'000 450'000 150'000 363'954 CHF 122'818 CHF 99.56% 99.56%
08.07.2024 1.22% 0.83 CHF 0.84 CHF 450'000 150'000 450'000 150'000 366'558 CHF 123'686 CHF 96.26% 96.26%
05.07.2024 1.17% 0.82 CHF 0.83 CHF 450'000 150'000 450'000 150'000 382'127 CHF 128'876 CHF 99.45% 99.45%
04.07.2024 1.14% 0.88 CHF 0.89 CHF 450'000 150'000 450'000 150'000 393'025 CHF 132'508 CHF 99.41% 99.41%
03.07.2024 1.21% 0.84 CHF 0.85 CHF 450'000 150'000 450'000 150'000 369'197 CHF 124'566 CHF 99.49% 99.49%
02.07.2024 1.20% 0.82 CHF 0.83 CHF 450'000 150'000 450'000 150'000 371'670 CHF 125'390 CHF 99.41% 99.41%

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