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 3.84% 0.26 CHF 0.27 CHF 750'000 250'000 750'000 250'000 191'710 CHF 66'403 CHF 99.48% 99.48%
12.07.2024 3.74% 0.27 CHF 0.28 CHF 750'000 250'000 749'933 249'978 196'765 CHF 68'088 CHF 99.52% 99.52%
11.07.2024 3.94% 0.25 CHF 0.26 CHF 750'000 250'000 750'000 250'000 186'727 CHF 64'742 CHF 99.48% 99.48%
10.07.2024 4.01% 0.25 CHF 0.26 CHF 750'000 250'000 750'000 250'000 183'433 CHF 63'644 CHF 99.56% 99.56%
09.07.2024 4.30% 0.22 CHF 0.23 CHF 750'000 250'000 750'000 250'000 170'871 CHF 59'457 CHF 99.53% 99.53%
08.07.2024 3.76% 0.25 CHF 0.26 CHF 750'000 250'000 750'000 250'000 196'154 CHF 67'885 CHF 99.60% 99.60%
05.07.2024 3.68% 0.25 CHF 0.26 CHF 750'000 250'000 750'000 250'000 200'316 CHF 69'272 CHF 99.57% 99.57%
04.07.2024 3.56% 0.27 CHF 0.28 CHF 750'000 250'000 750'000 250'000 207'277 CHF 71'592 CHF 99.36% 99.36%
03.07.2024 4.18% 0.24 CHF 0.25 CHF 750'000 250'000 750'000 250'000 176'096 CHF 61'199 CHF 99.14% 99.14%
02.07.2024 5.06% 0.21 CHF 0.22 CHF 900'000 300'000 899'805 299'935 173'601 CHF 60'866 CHF 99.58% 99.58%

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