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 1.40% 0.71 CHF 0.72 CHF 450'000 100'000 450'000 100'000 320'134 CHF 72'141 CHF 98.95% 98.95%
12.07.2024 1.24% 0.84 CHF 0.85 CHF 450'000 100'000 450'000 100'000 361'716 CHF 81'381 CHF 99.17% 99.17%
11.07.2024 1.25% 0.81 CHF 0.82 CHF 450'000 100'000 450'000 100'000 357'913 CHF 80'536 CHF 99.17% 99.17%
10.07.2024 1.27% 0.79 CHF 0.80 CHF 450'000 100'000 450'000 100'000 351'226 CHF 79'050 CHF 98.71% 98.71%
09.07.2024 1.24% 0.76 CHF 0.77 CHF 450'000 100'000 450'000 100'000 361'152 CHF 81'256 CHF 99.17% 99.17%
08.07.2024 1.13% 0.85 CHF 0.86 CHF 450'000 100'000 450'000 100'000 396'913 CHF 89'203 CHF 99.15% 99.15%
05.07.2024 1.14% 0.88 CHF 0.89 CHF 450'000 100'000 450'000 100'000 393'260 CHF 88'391 CHF 99.16% 99.16%
04.07.2024 1.21% 0.85 CHF 0.86 CHF 450'000 100'000 449'999 100'000 370'258 CHF 83'280 CHF 99.17% 99.17%
03.07.2024 1.41% 0.70 CHF 0.71 CHF 450'000 100'000 450'000 100'000 317'210 CHF 71'491 CHF 99.17% 99.17%
02.07.2024 1.48% 0.70 CHF 0.71 CHF 450'000 100'000 450'000 100'000 302'972 CHF 68'327 CHF 99.16% 99.16%

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