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 3.98% 0.23 CHF 0.24 CHF 900'000 300'000 796'745 265'582 195'985 CHF 67'984 CHF 99.31% 99.31%
12.07.2024 3.75% 0.27 CHF 0.28 CHF 750'000 250'000 750'000 250'000 196'556 CHF 68'019 CHF 99.42% 99.42%
11.07.2024 3.72% 0.25 CHF 0.26 CHF 900'000 300'000 899'915 299'972 237'456 CHF 82'152 CHF 99.31% 99.31%
10.07.2024 4.25% 0.25 CHF 0.26 CHF 900'000 300'000 900'000 300'000 207'570 CHF 72'190 CHF 99.36% 99.36%
09.07.2024 4.50% 0.21 CHF 0.22 CHF 900'000 300'000 900'000 300'000 195'736 CHF 68'245 CHF 99.35% 99.35%
08.07.2024 4.35% 0.22 CHF 0.23 CHF 900'000 300'000 900'000 300'000 202'776 CHF 70'592 CHF 99.30% 99.30%
05.07.2024 4.80% 0.20 CHF 0.21 CHF 900'000 300'000 912'771 312'771 185'725 CHF 66'724 CHF 99.34% 99.34%
04.07.2024 4.99% 0.20 CHF 0.21 CHF 900'000 300'000 974'338 374'338 190'398 CHF 76'823 CHF 99.37% 99.37%
03.07.2024 5.10% 0.19 CHF 0.20 CHF 1'000'000 400'000 1'000'000 400'000 191'127 CHF 80'451 CHF 99.28% 99.28%
02.07.2024 4.89% 0.20 CHF 0.21 CHF 1'000'000 400'000 919'200 319'200 183'300 CHF 66'806 CHF 99.29% 99.29%

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