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 2.39% 0.42 CHF 0.43 CHF 300'000 100'000 300'000 100'000 124'018 CHF 42'340 CHF 99.65% 99.65%
12.07.2024 2.51% 0.42 CHF 0.43 CHF 300'000 100'000 300'000 100'000 118'091 CHF 40'364 CHF 97.66% 97.66%
11.07.2024 2.77% 0.37 CHF 0.38 CHF 450'000 150'000 446'943 148'981 159'381 CHF 54'617 CHF 99.45% 99.45%
10.07.2024 2.78% 0.34 CHF 0.35 CHF 450'000 150'000 450'000 150'000 159'815 CHF 54'772 CHF 94.55% 94.55%
09.07.2024 2.66% 0.36 CHF 0.37 CHF 450'000 150'000 447'747 149'249 166'450 CHF 56'976 CHF 99.13% 99.13%
08.07.2024 2.37% 0.39 CHF 0.40 CHF 300'000 100'000 300'050 100'017 125'397 CHF 42'799 CHF 98.88% 98.88%
05.07.2024 2.49% 0.38 CHF 0.39 CHF 300'000 100'000 303'797 101'266 120'527 CHF 41'188 CHF 99.51% 99.51%
04.07.2024 2.42% 0.41 CHF 0.42 CHF 300'000 100'000 300'000 100'000 122'470 CHF 41'823 CHF 99.58% 99.58%
03.07.2024 2.50% 0.41 CHF 0.42 CHF 300'000 100'000 301'091 100'364 118'744 CHF 40'585 CHF 99.55% 99.55%
02.07.2024 2.50% 0.39 CHF 0.40 CHF 300'000 100'000 308'656 102'885 121'777 CHF 41'621 CHF 99.54% 99.54%

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