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 2.09% 0.47 CHF 0.48 CHF 450'000 150'000 450'000 150'000 213'144 CHF 72'548 CHF 99.27% 99.27%
12.07.2024 1.94% 0.49 CHF 0.50 CHF 450'000 150'000 450'000 150'000 229'670 CHF 78'057 CHF 99.27% 99.27%
11.07.2024 1.73% 0.56 CHF 0.57 CHF 450'000 150'000 428'269 142'756 245'550 CHF 83'278 CHF 99.27% 99.27%
10.07.2024 1.73% 0.58 CHF 0.59 CHF 450'000 150'000 448'858 149'619 257'147 CHF 87'212 CHF 99.27% 99.27%
09.07.2024 1.77% 0.58 CHF 0.59 CHF 450'000 150'000 450'000 150'000 252'060 CHF 85'520 CHF 99.27% 99.27%
08.07.2024 1.66% 0.58 CHF 0.59 CHF 450'000 150'000 353'906 117'969 211'095 CHF 71'545 CHF 99.21% 99.21%
05.07.2024 1.57% 0.61 CHF 0.62 CHF 300'000 100'000 300'000 100'000 189'308 CHF 64'103 CHF 99.27% 99.27%
04.07.2024 1.61% 0.62 CHF 0.63 CHF 300'000 100'000 312'261 104'087 192'676 CHF 65'266 CHF 99.27% 99.27%
03.07.2024 1.60% 0.60 CHF 0.61 CHF 450'000 150'000 332'357 110'786 205'278 CHF 69'534 CHF 99.27% 99.27%
02.07.2024 1.66% 0.60 CHF 0.61 CHF 450'000 150'000 450'000 150'000 269'378 CHF 91'293 CHF 99.27% 99.27%

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