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 1.25% 0.80 CHF 0.81 CHF 300'000 100'000 300'000 100'000 237'810 CHF 80'270 CHF 99.49% 99.49%
12.07.2024 1.29% 0.79 CHF 0.80 CHF 300'000 100'000 300'000 100'000 230'589 CHF 77'863 CHF 97.98% 97.98%
11.07.2024 1.36% 0.74 CHF 0.75 CHF 300'000 100'000 300'000 100'000 218'651 CHF 73'884 CHF 99.45% 99.45%
10.07.2024 1.37% 0.71 CHF 0.72 CHF 300'000 100'000 300'000 100'000 217'615 CHF 73'538 CHF 94.56% 94.56%
09.07.2024 1.33% 0.74 CHF 0.75 CHF 300'000 100'000 300'000 100'000 223'978 CHF 75'659 CHF 99.14% 99.14%
08.07.2024 1.25% 0.76 CHF 0.77 CHF 300'000 100'000 300'000 100'000 238'416 CHF 80'472 CHF 98.90% 98.90%
05.07.2024 1.29% 0.76 CHF 0.77 CHF 300'000 100'000 300'000 100'000 231'929 CHF 78'310 CHF 99.53% 99.53%
04.07.2024 1.26% 0.79 CHF 0.80 CHF 300'000 100'000 300'000 100'000 235'871 CHF 79'624 CHF 99.56% 99.56%
03.07.2024 1.28% 0.79 CHF 0.80 CHF 300'000 100'000 300'000 100'000 232'026 CHF 78'342 CHF 99.53% 99.53%
02.07.2024 1.28% 0.76 CHF 0.77 CHF 300'000 100'000 300'000 100'000 232'148 CHF 78'383 CHF 99.56% 99.56%

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