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 3.24% 0.32 CHF 0.33 CHF 750'000 250'000 750'000 250'000 227'980 CHF 78'493 CHF 99.70% 99.70%
12.07.2024 3.01% 0.32 CHF 0.33 CHF 750'000 250'000 750'000 250'000 245'209 CHF 84'236 CHF 96.61% 96.61%
11.07.2024 2.85% 0.36 CHF 0.37 CHF 750'000 250'000 750'000 250'000 260'722 CHF 89'407 CHF 91.13% 91.13%
10.07.2024 2.39% 0.40 CHF 0.41 CHF 750'000 250'000 664'631 221'544 274'581 CHF 93'742 CHF 99.57% 99.57%
09.07.2024 2.41% 0.45 CHF 0.46 CHF 600'000 200'000 716'549 238'850 292'893 CHF 100'020 CHF 96.47% 96.47%
08.07.2024 2.53% 0.40 CHF 0.41 CHF 750'000 250'000 750'000 250'000 292'894 CHF 100'131 CHF 99.54% 99.54%
05.07.2024 2.37% 0.40 CHF 0.41 CHF 750'000 250'000 750'000 250'000 313'073 CHF 106'858 CHF 97.99% 97.99%
04.07.2024 2.40% 0.40 CHF 0.41 CHF 750'000 250'000 750'000 250'000 308'956 CHF 105'485 CHF 99.57% 99.57%
03.07.2024 2.41% 0.42 CHF 0.43 CHF 750'000 250'000 750'000 250'000 306'924 CHF 104'808 CHF 99.40% 99.40%
02.07.2024 2.53% 0.42 CHF 0.43 CHF 750'000 250'000 750'000 250'000 292'527 CHF 100'009 CHF 97.49% 97.49%

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