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 1.56% 0.64 CHF 0.65 CHF 450'000 150'000 450'000 150'000 285'446 CHF 96'649 CHF 99.71% 99.71%
12.07.2024 1.48% 0.65 CHF 0.66 CHF 450'000 150'000 450'000 150'000 301'741 CHF 102'080 CHF 99.69% 99.69%
11.07.2024 1.59% 0.64 CHF 0.65 CHF 450'000 150'000 450'000 150'000 280'161 CHF 94'887 CHF 99.05% 99.05%
10.07.2024 1.68% 0.61 CHF 0.62 CHF 450'000 150'000 450'000 150'000 265'766 CHF 90'089 CHF 99.58% 99.58%
09.07.2024 1.73% 0.57 CHF 0.58 CHF 450'000 150'000 450'000 150'000 257'512 CHF 87'337 CHF 99.55% 99.55%
08.07.2024 1.65% 0.60 CHF 0.61 CHF 450'000 150'000 450'000 150'000 270'410 CHF 91'637 CHF 99.56% 99.56%
05.07.2024 1.72% 0.59 CHF 0.60 CHF 450'000 150'000 450'000 150'000 259'946 CHF 88'149 CHF 99.58% 99.58%
04.07.2024 1.72% 0.57 CHF 0.58 CHF 450'000 150'000 450'000 150'000 259'846 CHF 88'115 CHF 99.56% 99.56%
03.07.2024 1.54% 0.59 CHF 0.60 CHF 450'000 150'000 450'000 150'000 290'621 CHF 98'374 CHF 99.51% 99.51%
02.07.2024 1.54% 0.63 CHF 0.64 CHF 450'000 150'000 450'000 150'000 290'526 CHF 98'342 CHF 99.27% 99.27%

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