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 1.27% 0.78 CHF 0.79 CHF 600'000 200'000 600'000 200'000 470'288 CHF 158'763 CHF 99.31% 99.31%
12.07.2024 1.26% 0.79 CHF 0.80 CHF 600'000 200'000 600'000 200'000 471'558 CHF 159'186 CHF 99.27% 99.27%
11.07.2024 1.25% 0.79 CHF 0.80 CHF 600'000 200'000 600'000 200'000 476'702 CHF 160'901 CHF 99.12% 99.12%
10.07.2024 1.24% 0.81 CHF 0.82 CHF 600'000 200'000 600'000 200'000 481'967 CHF 162'656 CHF 99.06% 99.06%
09.07.2024 1.24% 0.80 CHF 0.81 CHF 600'000 200'000 600'000 200'000 481'956 CHF 162'652 CHF 99.10% 99.10%
08.07.2024 1.16% 0.83 CHF 0.84 CHF 600'000 200'000 600'000 200'000 512'670 CHF 172'890 CHF 99.13% 99.13%
05.07.2024 1.12% 0.86 CHF 0.87 CHF 600'000 200'000 600'000 200'000 533'046 CHF 179'682 CHF 99.11% 99.11%
04.07.2024 1.10% 0.90 CHF 0.91 CHF 600'000 200'000 600'000 200'000 542'178 CHF 182'726 CHF 99.09% 99.09%
03.07.2024 1.13% 0.90 CHF 0.91 CHF 600'000 200'000 600'000 200'000 528'233 CHF 178'078 CHF 98.65% 98.65%
02.07.2024 1.25% 0.79 CHF 0.80 CHF 600'000 200'000 600'000 200'000 477'715 CHF 161'238 CHF 99.16% 99.16%

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