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 1.73% 0.55 CHF 0.56 CHF 450'000 100'000 450'000 100'000 257'278 CHF 58'173 CHF 99.17% 99.17%
12.07.2024 1.75% 0.60 CHF 0.61 CHF 450'000 100'000 450'000 100'000 255'700 CHF 57'822 CHF 99.17% 99.17%
11.07.2024 1.85% 0.56 CHF 0.57 CHF 450'000 100'000 450'000 100'000 240'858 CHF 54'524 CHF 99.17% 99.17%
10.07.2024 1.92% 0.51 CHF 0.52 CHF 450'000 100'000 450'000 100'000 231'915 CHF 52'537 CHF 99.16% 99.16%
09.07.2024 1.99% 0.49 CHF 0.50 CHF 450'000 100'000 450'000 100'000 223'781 CHF 50'729 CHF 99.17% 99.17%
08.07.2024 2.08% 0.49 CHF 0.50 CHF 450'000 100'000 450'000 100'000 213'792 CHF 48'509 CHF 99.16% 99.16%
05.07.2024 2.06% 0.45 CHF 0.46 CHF 450'000 100'000 450'000 100'000 216'646 CHF 49'144 CHF 99.16% 99.16%
04.07.2024 2.14% 0.47 CHF 0.48 CHF 450'000 100'000 450'000 100'000 208'087 CHF 47'242 CHF 99.16% 99.16%
03.07.2024 2.24% 0.44 CHF 0.45 CHF 450'000 100'000 450'000 100'000 198'937 CHF 45'208 CHF 99.17% 99.17%
02.07.2024 2.26% 0.46 CHF 0.47 CHF 450'000 100'000 450'000 100'000 196'727 CHF 44'717 CHF 94.21% 94.21%

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