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 2.90% 0.34 CHF 0.35 CHF 600'000 200'000 600'000 200'000 204'254 CHF 70'085 CHF 99.38% 99.38%
12.07.2024 3.15% 0.31 CHF 0.32 CHF 600'000 200'000 600'000 200'000 188'111 CHF 64'704 CHF 92.67% 92.67%
11.07.2024 6.41% 0.18 CHF 0.19 CHF 750'000 250'000 750'000 250'000 113'861 CHF 40'454 CHF 99.37% 99.37%
10.07.2024 6.77% 0.15 CHF 0.16 CHF 750'000 250'000 750'000 250'000 107'186 CHF 38'229 CHF 99.37% 99.37%
09.07.2024 6.14% 0.15 CHF 0.16 CHF 750'000 250'000 750'000 250'000 118'396 CHF 41'965 CHF 99.37% 99.37%
08.07.2024 6.24% 0.16 CHF 0.17 CHF 750'000 250'000 750'000 250'000 116'545 CHF 41'348 CHF 99.38% 99.38%
05.07.2024 5.52% 0.16 CHF 0.17 CHF 750'000 250'000 750'000 250'000 132'382 CHF 46'627 CHF 99.38% 99.38%
04.07.2024 6.04% 0.17 CHF 0.18 CHF 750'000 250'000 750'000 250'000 120'422 CHF 42'641 CHF 98.59% 98.59%
03.07.2024 6.09% 0.16 CHF 0.17 CHF 750'000 250'000 750'000 250'000 119'552 CHF 42'351 CHF 99.38% 99.38%
02.07.2024 5.62% 0.17 CHF 0.18 CHF 750'000 250'000 750'000 250'000 129'758 CHF 45'753 CHF 99.37% 99.37%

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