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 1.12% 0.87 CHF 0.88 CHF 300'000 100'000 300'000 100'000 265'631 CHF 89'544 CHF 99.38% 99.38%
12.07.2024 1.14% 0.92 CHF 0.93 CHF 300'000 100'000 300'000 100'000 262'446 CHF 88'482 CHF 99.37% 99.37%
11.07.2024 1.18% 0.88 CHF 0.89 CHF 300'000 100'000 300'000 100'000 251'909 CHF 84'970 CHF 99.37% 99.37%
10.07.2024 1.25% 0.80 CHF 0.81 CHF 300'000 100'000 336'831 112'277 267'797 CHF 90'389 CHF 99.37% 99.37%
09.07.2024 1.22% 0.78 CHF 0.79 CHF 450'000 150'000 303'897 101'299 248'159 CHF 83'733 CHF 99.37% 99.37%
08.07.2024 1.20% 0.82 CHF 0.83 CHF 300'000 100'000 301'919 100'640 249'119 CHF 84'046 CHF 99.38% 99.38%
05.07.2024 1.11% 0.86 CHF 0.87 CHF 300'000 100'000 300'000 100'000 267'695 CHF 90'232 CHF 99.38% 99.38%
04.07.2024 1.13% 0.87 CHF 0.88 CHF 300'000 100'000 331'789 110'596 290'604 CHF 97'974 CHF 98.59% 98.59%
03.07.2024 1.19% 0.85 CHF 0.86 CHF 300'000 100'000 411'118 137'039 342'249 CHF 115'453 CHF 99.38% 99.38%
02.07.2024 1.33% 0.76 CHF 0.77 CHF 450'000 150'000 450'000 150'000 337'254 CHF 113'918 CHF 99.37% 99.37%

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