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 2.94% 0.33 CHF 0.34 CHF 750'000 250'000 750'000 250'000 251'599 CHF 86'366 CHF 99.17% 99.17%
12.07.2024 2.86% 0.33 CHF 0.34 CHF 750'000 250'000 750'000 250'000 258'512 CHF 88'671 CHF 99.17% 99.17%
11.07.2024 2.96% 0.32 CHF 0.33 CHF 750'000 250'000 750'000 250'000 249'979 CHF 85'826 CHF 99.17% 99.17%
10.07.2024 3.11% 0.33 CHF 0.34 CHF 750'000 250'000 750'000 250'000 237'433 CHF 81'644 CHF 99.16% 99.16%
09.07.2024 3.76% 0.25 CHF 0.26 CHF 900'000 300'000 900'000 300'000 235'272 CHF 81'424 CHF 99.17% 99.17%
08.07.2024 4.04% 0.24 CHF 0.25 CHF 900'000 300'000 900'000 300'000 218'323 CHF 75'774 CHF 99.16% 99.16%
05.07.2024 4.11% 0.23 CHF 0.24 CHF 900'000 300'000 900'000 300'000 214'376 CHF 74'459 CHF 99.16% 99.16%
04.07.2024 4.29% 0.24 CHF 0.25 CHF 900'000 300'000 900'000 300'000 205'504 CHF 71'501 CHF 99.16% 99.16%
03.07.2024 4.64% 0.21 CHF 0.22 CHF 900'000 300'000 902'045 302'045 190'112 CHF 66'653 CHF 99.17% 99.17%
02.07.2024 4.74% 0.19 CHF 0.20 CHF 1'000'000 400'000 906'055 306'055 186'883 CHF 66'154 CHF 99.16% 99.16%

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