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 1.13% 0.87 CHF 0.88 CHF 450'000 150'000 450'000 150'000 394'459 CHF 132'986 CHF 19.71% 97.65%
12.07.2024 1.14% 0.91 CHF 0.92 CHF 450'000 150'000 450'000 150'000 391'866 CHF 132'122 CHF 46.05% 85.17%
11.07.2024 1.11% 0.89 CHF 0.90 CHF 450'000 150'000 450'000 150'000 401'927 CHF 135'476 CHF 99.03% 99.03%
10.07.2024 1.15% 0.87 CHF 0.88 CHF 450'000 150'000 450'000 150'000 390'336 CHF 131'612 CHF 99.55% 99.55%
09.07.2024 1.14% 0.88 CHF 0.89 CHF 450'000 150'000 450'000 150'000 393'806 CHF 132'769 CHF 99.52% 99.52%
08.07.2024 1.15% 0.87 CHF 0.88 CHF 450'000 150'000 450'000 150'000 390'430 CHF 131'643 CHF 91.54% 99.57%
05.07.2024 1.16% 0.86 CHF 0.87 CHF 450'000 150'000 450'000 150'000 385'029 CHF 129'843 CHF 97.30% 99.49%
04.07.2024 1.18% 0.86 CHF 0.87 CHF 450'000 150'000 450'000 150'000 378'109 CHF 127'536 CHF 69.80% 99.56%
03.07.2024 1.13% 0.87 CHF 0.88 CHF 450'000 150'000 450'000 150'000 396'219 CHF 133'573 CHF 21.56% 99.00%
02.07.2024 1.11% 0.87 CHF 0.88 CHF 450'000 150'000 450'000 150'000 402'537 CHF 135'679 CHF 51.62% 99.59%

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