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 1.49% 0.69 CHF 0.70 CHF 600'000 200'000 600'000 200'000 399'264 CHF 135'088 CHF 95.27% 95.27%
12.07.2024 1.52% 0.64 CHF 0.65 CHF 600'000 200'000 600'000 200'000 392'306 CHF 132'769 CHF 99.28% 99.28%
11.07.2024 1.60% 0.64 CHF 0.65 CHF 600'000 200'000 600'000 200'000 372'480 CHF 126'160 CHF 98.78% 98.78%
10.07.2024 1.66% 0.61 CHF 0.62 CHF 600'000 200'000 600'000 200'000 358'793 CHF 121'598 CHF 99.23% 99.23%
09.07.2024 1.61% 0.62 CHF 0.63 CHF 600'000 200'000 600'000 200'000 370'590 CHF 125'530 CHF 99.24% 99.24%
08.07.2024 1.56% 0.63 CHF 0.64 CHF 600'000 200'000 600'000 200'000 382'052 CHF 129'351 CHF 99.24% 99.24%
05.07.2024 1.44% 0.66 CHF 0.67 CHF 600'000 200'000 600'000 200'000 412'576 CHF 139'525 CHF 99.13% 99.13%
04.07.2024 1.43% 0.70 CHF 0.71 CHF 600'000 200'000 600'000 200'000 417'364 CHF 141'121 CHF 99.23% 99.23%
03.07.2024 1.45% 0.69 CHF 0.70 CHF 600'000 200'000 600'000 200'000 409'997 CHF 138'666 CHF 99.23% 99.23%
02.07.2024 1.41% 0.68 CHF 0.69 CHF 600'000 200'000 600'000 200'000 422'722 CHF 142'907 CHF 99.23% 99.23%

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