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 3.57% 0.27 CHF 0.28 CHF 200'000 200'000 200'000 200'000 55'081 CHF 57'081 CHF 99.55% 99.55%
12.07.2024 3.44% 0.29 CHF 0.30 CHF 200'000 200'000 200'000 200'000 57'090 CHF 59'090 CHF 99.48% 99.48%
11.07.2024 3.56% 0.28 CHF 0.29 CHF 200'000 200'000 200'000 200'000 55'226 CHF 57'226 CHF 99.54% 99.54%
10.07.2024 4.06% 0.26 CHF 0.27 CHF 300'000 300'000 300'000 300'000 72'392 CHF 75'392 CHF 99.52% 99.52%
09.07.2024 4.08% 0.23 CHF 0.24 CHF 220'000 200'000 209'478 200'000 50'333 CHF 50'105 CHF 99.55% 99.55%
08.07.2024 3.73% 0.26 CHF 0.27 CHF 200'000 200'000 200'000 200'000 52'636 CHF 54'636 CHF 99.52% 99.52%
05.07.2024 3.60% 0.26 CHF 0.27 CHF 200'000 200'000 200'000 200'000 54'652 CHF 56'652 CHF 98.51% 98.51%
04.07.2024 3.75% 0.26 CHF 0.27 CHF 200'000 200'000 200'000 200'000 52'272 CHF 54'272 CHF 93.24% 93.24%
03.07.2024 3.78% 0.27 CHF 0.28 CHF 200'000 200'000 200'000 200'000 51'956 CHF 53'956 CHF 99.57% 99.57%
02.07.2024 4.05% 0.25 CHF 0.26 CHF 200'000 200'000 208'191 200'000 50'382 CHF 50'498 CHF 98.95% 98.95%

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