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 1.10% 0.90 CHF 0.91 CHF 450'000 150'000 450'000 150'000 407'164 CHF 137'221 CHF 99.15% 99.15%
12.07.2024 1.08% 0.91 CHF 0.92 CHF 450'000 150'000 450'000 150'000 412'615 CHF 139'038 CHF 99.22% 99.22%
11.07.2024 1.19% 0.85 CHF 0.86 CHF 450'000 150'000 450'000 150'000 375'885 CHF 126'795 CHF 98.09% 98.09%
10.07.2024 1.22% 0.85 CHF 0.86 CHF 450'000 150'000 450'000 150'000 365'249 CHF 123'250 CHF 99.22% 99.22%
09.07.2024 1.23% 0.77 CHF 0.78 CHF 450'000 150'000 450'000 150'000 362'387 CHF 122'296 CHF 99.22% 99.22%
08.07.2024 1.23% 0.82 CHF 0.83 CHF 450'000 150'000 450'000 150'000 364'849 CHF 123'116 CHF 99.21% 99.21%
05.07.2024 1.24% 0.81 CHF 0.82 CHF 450'000 150'000 450'000 150'000 361'996 CHF 122'165 CHF 99.22% 99.22%
04.07.2024 1.22% 0.83 CHF 0.84 CHF 450'000 150'000 450'000 150'000 366'613 CHF 123'704 CHF 99.23% 99.23%
03.07.2024 1.27% 0.80 CHF 0.81 CHF 450'000 150'000 450'000 150'000 351'059 CHF 118'520 CHF 99.22% 99.22%
02.07.2024 1.19% 0.80 CHF 0.81 CHF 450'000 150'000 450'000 150'000 377'246 CHF 127'249 CHF 99.23% 99.23%

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