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 2.50% 0.40 CHF 0.41 CHF 300'000 100'000 300'000 100'000 118'788 CHF 40'596 CHF 99.38% 99.38%
12.07.2024 2.71% 0.38 CHF 0.39 CHF 300'000 100'000 300'000 100'000 109'450 CHF 37'483 CHF 99.38% 99.38%
11.07.2024 2.92% 0.38 CHF 0.39 CHF 300'000 100'000 330'853 110'284 111'420 CHF 38'243 CHF 99.38% 99.38%
10.07.2024 2.85% 0.34 CHF 0.35 CHF 300'000 100'000 379'242 126'414 130'676 CHF 44'823 CHF 99.38% 99.38%
09.07.2024 2.83% 0.34 CHF 0.35 CHF 450'000 150'000 374'783 124'928 129'824 CHF 44'524 CHF 99.38% 99.38%
08.07.2024 2.94% 0.34 CHF 0.35 CHF 450'000 150'000 450'000 150'000 150'815 CHF 51'772 CHF 99.38% 99.38%
05.07.2024 2.92% 0.34 CHF 0.35 CHF 450'000 150'000 450'000 150'000 152'076 CHF 52'192 CHF 99.38% 99.38%
04.07.2024 2.80% 0.34 CHF 0.35 CHF 450'000 150'000 424'670 141'557 149'371 CHF 51'206 CHF 98.59% 98.59%
03.07.2024 3.05% 0.35 CHF 0.36 CHF 450'000 150'000 450'000 150'000 145'311 CHF 49'937 CHF 99.38% 99.38%
02.07.2024 3.41% 0.31 CHF 0.32 CHF 450'000 150'000 450'000 150'000 129'859 CHF 44'787 CHF 99.37% 99.37%

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