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 1.54% 0.63 CHF 0.64 CHF 300'000 100'000 300'000 100'000 193'211 CHF 65'404 CHF 98.68% 98.68%
12.07.2024 1.63% 0.62 CHF 0.63 CHF 300'000 100'000 300'000 100'000 182'247 CHF 61'749 CHF 98.77% 98.77%
11.07.2024 2.08% 0.51 CHF 0.52 CHF 300'000 100'000 300'000 100'000 143'029 CHF 48'676 CHF 99.22% 99.22%
10.07.2024 2.17% 0.46 CHF 0.47 CHF 300'000 100'000 300'000 100'000 136'845 CHF 46'615 CHF 97.38% 97.38%
09.07.2024 2.00% 0.45 CHF 0.46 CHF 300'000 100'000 300'000 100'000 148'864 CHF 50'621 CHF 98.39% 98.39%
08.07.2024 1.74% 0.54 CHF 0.55 CHF 300'000 100'000 300'000 100'000 171'255 CHF 58'085 CHF 97.36% 97.36%
05.07.2024 1.59% 0.59 CHF 0.60 CHF 300'000 100'000 300'000 100'000 187'438 CHF 63'479 CHF 98.58% 98.58%
04.07.2024 1.58% 0.64 CHF 0.65 CHF 300'000 100'000 300'000 100'000 188'432 CHF 63'811 CHF 93.09% 93.09%
03.07.2024 1.60% 0.62 CHF 0.63 CHF 300'000 100'000 300'000 100'000 185'636 CHF 62'879 CHF 99.23% 99.23%
02.07.2024 1.82% 0.53 CHF 0.54 CHF 300'000 100'000 300'000 100'000 163'668 CHF 55'556 CHF 98.87% 98.87%

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