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 4.61% 0.21 CHF 0.22 CHF 750'000 150'000 750'000 131'357 159'209 CHF 29'240 CHF 99.27% 99.27%
12.07.2024 4.54% 0.22 CHF 0.23 CHF 750'000 150'000 750'000 142'460 161'439 CHF 31'989 CHF 99.27% 99.27%
11.07.2024 5.35% 0.21 CHF 0.22 CHF 750'000 150'000 750'000 150'000 136'789 CHF 28'858 CHF 99.27% 99.27%
10.07.2024 5.80% 0.17 CHF 0.18 CHF 750'000 150'000 749'839 150'000 125'853 CHF 26'676 CHF 99.27% 99.27%
09.07.2024 5.78% 0.17 CHF 0.18 CHF 750'000 150'000 750'000 150'000 126'053 CHF 26'711 CHF 99.27% 99.27%
08.07.2024 5.78% 0.16 CHF 0.17 CHF 750'000 150'000 750'000 150'000 126'056 CHF 26'711 CHF 99.25% 99.25%
05.07.2024 5.91% 0.16 CHF 0.17 CHF 750'000 150'000 750'000 150'000 123'333 CHF 26'167 CHF 99.27% 99.27%
04.07.2024 6.22% 0.16 CHF 0.17 CHF 750'000 150'000 750'000 150'000 117'160 CHF 24'932 CHF 99.27% 99.27%
03.07.2024 6.65% 0.14 CHF 0.15 CHF 750'000 150'000 750'000 150'000 109'186 CHF 23'337 CHF 99.27% 99.27%
02.07.2024 6.70% 0.14 CHF 0.15 CHF 750'000 150'000 750'000 150'000 108'419 CHF 23'184 CHF 99.27% 99.27%

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