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 5.18% 0.18 CHF 0.19 CHF 750'000 250'000 753'719 251'240 141'908 CHF 49'815 CHF 99.56% 99.56%
12.07.2024 4.29% 0.24 CHF 0.25 CHF 750'000 250'000 750'000 250'000 171'265 CHF 59'589 CHF 99.49% 99.49%
11.07.2024 5.40% 0.20 CHF 0.21 CHF 750'000 250'000 750'000 250'000 135'350 CHF 47'617 CHF 99.10% 99.10%
10.07.2024 6.65% 0.16 CHF 0.17 CHF 900'000 300'000 900'000 300'000 131'319 CHF 46'773 CHF 99.59% 99.59%
09.07.2024 6.55% 0.13 CHF 0.14 CHF 900'000 300'000 900'000 300'000 133'118 CHF 47'373 CHF 99.55% 99.55%
08.07.2024 5.10% 0.16 CHF 0.17 CHF 900'000 300'000 764'030 254'677 146'617 CHF 51'419 CHF 99.58% 99.58%
05.07.2024 4.16% 0.22 CHF 0.23 CHF 750'000 250'000 750'000 250'000 177'005 CHF 61'502 CHF 99.26% 99.26%
04.07.2024 4.21% 0.24 CHF 0.25 CHF 750'000 250'000 750'000 250'000 174'600 CHF 60'700 CHF 99.53% 99.53%
03.07.2024 4.17% 0.23 CHF 0.24 CHF 750'000 250'000 750'000 250'000 176'275 CHF 61'258 CHF 99.48% 99.48%
02.07.2024 4.88% 0.20 CHF 0.21 CHF 750'000 250'000 750'000 250'000 150'302 CHF 52'601 CHF 99.61% 99.61%

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