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 1.37% 0.71 CHF 0.72 CHF 450'000 150'000 450'000 150'000 326'786 CHF 110'429 CHF 97.53% 97.53%
12.07.2024 1.37% 0.74 CHF 0.75 CHF 450'000 150'000 450'000 150'000 326'790 CHF 110'430 CHF 85.36% 85.36%
11.07.2024 1.37% 0.73 CHF 0.74 CHF 600'000 200'000 600'000 200'000 436'152 CHF 147'384 CHF 98.89% 98.89%
10.07.2024 1.41% 0.70 CHF 0.71 CHF 600'000 200'000 600'000 200'000 422'363 CHF 142'788 CHF 99.57% 99.57%
09.07.2024 1.40% 0.72 CHF 0.73 CHF 600'000 200'000 600'000 200'000 425'291 CHF 143'764 CHF 99.52% 99.52%
08.07.2024 1.41% 0.70 CHF 0.71 CHF 600'000 200'000 600'000 200'000 421'101 CHF 142'367 CHF 99.49% 99.49%
05.07.2024 1.44% 0.69 CHF 0.70 CHF 600'000 200'000 600'000 200'000 413'369 CHF 139'790 CHF 99.53% 99.53%
04.07.2024 1.45% 0.69 CHF 0.70 CHF 600'000 200'000 600'000 200'000 411'579 CHF 139'193 CHF 99.55% 99.55%
03.07.2024 1.38% 0.71 CHF 0.72 CHF 600'000 200'000 600'000 200'000 430'582 CHF 145'527 CHF 99.07% 99.07%
02.07.2024 1.36% 0.71 CHF 0.72 CHF 600'000 200'000 600'000 200'000 438'481 CHF 148'160 CHF 99.59% 99.59%

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