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 4.26% 0.23 CHF 0.24 CHF 225'000 225'000 229'976 229'976 52'772 CHF 55'071 CHF 99.39% 99.39%
12.07.2024 4.56% 0.24 CHF 0.25 CHF 225'000 225'000 246'695 246'695 52'869 CHF 55'336 CHF 99.07% 99.07%
11.07.2024 5.26% 0.21 CHF 0.22 CHF 250'000 250'000 286'183 286'183 52'937 CHF 55'798 CHF 96.16% 96.16%
10.07.2024 5.67% 0.18 CHF 0.19 CHF 300'000 300'000 303'431 303'431 52'009 CHF 55'044 CHF 95.48% 95.48%
09.07.2024 5.84% 0.16 CHF 0.17 CHF 325'000 325'000 309'101 309'101 51'397 CHF 54'488 CHF 99.03% 99.03%
08.07.2024 5.59% 0.17 CHF 0.18 CHF 300'000 300'000 299'738 299'738 52'149 CHF 55'146 CHF 99.24% 99.24%
05.07.2024 5.20% 0.18 CHF 0.19 CHF 300'000 300'000 282'087 282'087 52'797 CHF 55'618 CHF 99.39% 99.39%
04.07.2024 5.32% 0.18 CHF 0.19 CHF 300'000 300'000 292'584 292'584 53'530 CHF 56'456 CHF 99.39% 99.39%
03.07.2024 5.16% 0.19 CHF 0.20 CHF 275'000 275'000 277'380 277'380 52'344 CHF 55'118 CHF 98.64% 98.64%
02.07.2024 5.08% 0.19 CHF 0.20 CHF 275'000 275'000 269'188 269'189 51'622 CHF 54'314 CHF 99.06% 99.06%

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