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 1.25% 0.83 CHF 0.84 CHF 750'000 250'000 750'000 250'000 596'169 CHF 201'223 CHF 99.43% 99.43%
12.07.2024 1.53% 0.70 CHF 0.71 CHF 750'000 250'000 750'000 250'000 485'498 CHF 164'333 CHF 99.42% 99.42%
11.07.2024 1.44% 0.67 CHF 0.68 CHF 900'000 300'000 900'000 300'000 619'440 CHF 209'480 CHF 99.39% 99.39%
10.07.2024 1.35% 0.75 CHF 0.76 CHF 900'000 300'000 900'000 300'000 662'856 CHF 223'952 CHF 99.48% 99.48%
09.07.2024 1.07% 0.86 CHF 0.87 CHF 750'000 250'000 750'000 250'000 699'679 CHF 235'726 CHF 97.27% 97.27%
08.07.2024 1.07% 0.96 CHF 0.97 CHF 750'000 250'000 750'000 250'000 699'555 CHF 235'685 CHF 99.45% 99.45%
05.07.2024 1.07% 0.93 CHF 0.94 CHF 750'000 250'000 750'000 250'000 697'592 CHF 235'030 CHF 99.52% 99.52%
04.07.2024 1.09% 0.91 CHF 0.92 CHF 750'000 250'000 750'000 250'000 684'027 CHF 230'509 CHF 99.56% 99.56%
03.07.2024 1.06% 0.91 CHF 0.92 CHF 750'000 250'000 750'000 250'000 703'012 CHF 236'837 CHF 99.40% 99.40%
02.07.2024 1.00% 1.00 CHF 1.01 CHF 750'000 250'000 750'000 250'000 748'443 CHF 251'981 CHF 98.40% 98.40%

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