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 1.76% 0.57 CHF 0.58 CHF 750'000 250'000 795'145 265'048 446'376 CHF 151'442 CHF 99.47% 99.47%
12.07.2024 1.80% 0.57 CHF 0.58 CHF 900'000 300'000 783'309 261'103 430'068 CHF 145'967 CHF 99.44% 99.44%
11.07.2024 1.58% 0.59 CHF 0.60 CHF 750'000 250'000 750'000 250'000 471'154 CHF 159'551 CHF 99.23% 99.23%
10.07.2024 1.52% 0.65 CHF 0.66 CHF 750'000 250'000 750'000 250'000 489'314 CHF 165'605 CHF 99.43% 99.43%
09.07.2024 1.49% 0.67 CHF 0.68 CHF 750'000 250'000 750'000 250'000 498'366 CHF 168'622 CHF 86.58% 86.58%
08.07.2024 1.51% 0.67 CHF 0.68 CHF 750'000 250'000 750'000 250'000 492'479 CHF 166'660 CHF 99.46% 99.46%
05.07.2024 1.51% 0.67 CHF 0.68 CHF 750'000 250'000 750'000 250'000 491'549 CHF 166'350 CHF 99.35% 99.35%
04.07.2024 1.51% 0.66 CHF 0.67 CHF 750'000 250'000 750'000 250'000 492'996 CHF 166'832 CHF 99.57% 99.57%
03.07.2024 1.45% 0.68 CHF 0.69 CHF 750'000 250'000 750'000 250'000 513'641 CHF 173'714 CHF 99.42% 99.42%
02.07.2024 1.41% 0.71 CHF 0.72 CHF 750'000 250'000 750'000 250'000 526'636 CHF 178'045 CHF 99.55% 99.55%

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