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 1.46% 0.66 CHF 0.67 CHF 450'000 150'000 450'000 150'000 305'145 CHF 103'215 CHF 99.38% 99.38%
12.07.2024 1.50% 0.70 CHF 0.71 CHF 450'000 150'000 450'000 150'000 297'897 CHF 100'799 CHF 99.37% 99.37%
11.07.2024 1.56% 0.67 CHF 0.68 CHF 450'000 150'000 450'000 150'000 286'470 CHF 96'990 CHF 99.37% 99.37%
10.07.2024 1.65% 0.61 CHF 0.62 CHF 450'000 150'000 450'000 150'000 270'101 CHF 91'534 CHF 99.37% 99.37%
09.07.2024 1.60% 0.59 CHF 0.60 CHF 450'000 150'000 450'000 150'000 278'807 CHF 94'436 CHF 99.37% 99.37%
08.07.2024 1.59% 0.62 CHF 0.63 CHF 450'000 150'000 450'000 150'000 280'813 CHF 95'104 CHF 99.38% 99.38%
05.07.2024 1.46% 0.66 CHF 0.67 CHF 450'000 150'000 450'000 150'000 307'092 CHF 103'864 CHF 99.38% 99.38%
04.07.2024 1.48% 0.67 CHF 0.68 CHF 450'000 150'000 450'000 150'000 301'925 CHF 102'142 CHF 98.59% 98.59%
03.07.2024 1.57% 0.65 CHF 0.66 CHF 450'000 150'000 450'000 150'000 285'032 CHF 96'511 CHF 99.38% 99.38%
02.07.2024 1.74% 0.58 CHF 0.59 CHF 450'000 150'000 450'000 150'000 256'447 CHF 86'982 CHF 99.37% 99.37%

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