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 1.02% 0.86 CHF 0.87 CHF 450'000 150'000 450'000 150'000 441'873 CHF 148'791 CHF 99.55% 99.55%
12.07.2024 1.01% 0.98 CHF 0.99 CHF 450'000 150'000 450'000 150'000 445'406 CHF 149'969 CHF 97.25% 97.25%
11.07.2024 1.28% 0.79 CHF 0.80 CHF 450'000 150'000 450'000 150'000 350'546 CHF 118'349 CHF 96.24% 96.24%
10.07.2024 1.13% 0.75 CHF 0.76 CHF 450'000 150'000 450'000 150'000 395'376 CHF 133'292 CHF 99.59% 99.59%
09.07.2024 1.11% 0.89 CHF 0.90 CHF 450'000 150'000 450'000 150'000 401'465 CHF 135'322 CHF 99.50% 99.50%
08.07.2024 1.14% 0.87 CHF 0.88 CHF 450'000 150'000 450'000 150'000 393'054 CHF 132'518 CHF 99.56% 99.56%
05.07.2024 1.13% 0.87 CHF 0.88 CHF 450'000 150'000 450'000 150'000 396'732 CHF 133'744 CHF 99.16% 99.16%
04.07.2024 1.12% 0.91 CHF 0.92 CHF 450'000 150'000 450'000 150'000 401'070 CHF 135'190 CHF 99.58% 99.58%
03.07.2024 1.14% 0.93 CHF 0.94 CHF 450'000 150'000 450'000 150'000 392'154 CHF 132'218 CHF 99.41% 99.41%
02.07.2024 1.16% 0.81 CHF 0.82 CHF 450'000 150'000 450'000 150'000 386'755 CHF 130'418 CHF 99.47% 99.47%

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