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% 0.87 CHF 0.88 CHF 225'000 50'000 225'000 50'000 202'681 CHF 45'540 CHF 99.17% 99.17%
12.07.2024 1.08% 0.93 CHF 0.94 CHF 225'000 50'000 225'000 50'000 207'218 CHF 46'548 CHF 99.16% 99.16%
11.07.2024 1.12% 0.91 CHF 0.92 CHF 225'000 50'000 225'000 50'000 200'430 CHF 45'040 CHF 99.17% 99.17%
10.07.2024 1.10% 0.92 CHF 0.93 CHF 225'000 50'000 225'000 50'000 203'824 CHF 45'794 CHF 99.17% 99.17%
09.07.2024 1.12% 0.91 CHF 0.92 CHF 225'000 50'000 225'000 50'000 200'202 CHF 44'989 CHF 99.17% 99.17%
08.07.2024 1.17% 0.89 CHF 0.90 CHF 225'000 50'000 225'000 50'000 191'152 CHF 42'978 CHF 99.15% 99.15%
05.07.2024 1.25% 0.83 CHF 0.84 CHF 225'000 50'000 225'000 50'000 178'897 CHF 40'255 CHF 98.84% 98.84%
04.07.2024 1.36% 0.79 CHF 0.80 CHF 225'000 50'000 225'000 50'000 165'283 CHF 37'230 CHF 99.00% 99.00%
03.07.2024 2.08% 0.47 CHF 0.48 CHF 225'000 50'000 225'000 50'000 107'315 CHF 24'348 CHF 99.17% 99.17%
02.07.2024 2.28% 0.47 CHF 0.48 CHF 225'000 50'000 225'000 50'000 97'836 CHF 22'241 CHF 99.16% 99.16%

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