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 4.90% 0.21 CHF 0.22 CHF 420'000 420'000 189'199 189'199 38'605 CHF 40'505 CHF 99.92% 99.92%
12.07.2024 5.00% 0.20 CHF 0.21 CHF 430'000 430'000 190'864 190'864 38'125 CHF 40'042 CHF 100.00% 100.00%
11.07.2024 5.37% 0.20 CHF 0.21 CHF 440'000 440'000 200'913 200'913 38'743 CHF 40'761 CHF 100.00% 100.00%
10.07.2024 5.46% 0.17 CHF 0.18 CHF 450'000 450'000 202'889 202'889 36'999 CHF 39'037 CHF 99.99% 99.99%
09.07.2024 5.41% 0.19 CHF 0.20 CHF 450'000 450'000 202'642 202'642 37'385 CHF 39'423 CHF 99.97% 99.97%
08.07.2024 5.18% 0.18 CHF 0.19 CHF 440'000 440'000 193'037 193'037 36'946 CHF 38'887 CHF 99.94% 99.94%
05.07.2024 5.18% 0.20 CHF 0.21 CHF 430'000 430'000 195'434 195'434 37'696 CHF 39'657 CHF 99.81% 99.81%
04.07.2024 4.94% 0.20 CHF 0.21 CHF 180'000 180'000 142'782 142'782 28'166 CHF 29'594 CHF 100.00% 100.00%
03.07.2024 5.34% 0.19 CHF 0.20 CHF 450'000 450'000 202'740 202'740 38'168 CHF 40'204 CHF 99.93% 99.93%
02.07.2024 5.69% 0.18 CHF 0.19 CHF 470'000 470'000 209'630 209'630 37'690 CHF 39'797 CHF 99.88% 99.88%

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