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 3.72% 0.28 CHF 0.29 CHF 750'000 250'000 750'000 250'000 197'843 CHF 68'448 CHF 95.51% 95.51%
12.07.2024 3.84% 0.24 CHF 0.25 CHF 750'000 250'000 755'928 251'976 193'198 CHF 66'919 CHF 99.34% 99.34%
11.07.2024 4.13% 0.25 CHF 0.26 CHF 750'000 250'000 895'594 298'531 212'630 CHF 73'862 CHF 99.14% 99.14%
10.07.2024 4.42% 0.23 CHF 0.24 CHF 900'000 300'000 900'000 300'000 199'041 CHF 69'347 CHF 99.39% 99.39%
09.07.2024 4.12% 0.24 CHF 0.25 CHF 900'000 300'000 900'000 300'000 213'834 CHF 74'278 CHF 99.36% 99.36%
08.07.2024 3.94% 0.25 CHF 0.26 CHF 900'000 300'000 848'161 282'720 211'009 CHF 73'163 CHF 99.40% 99.40%
05.07.2024 3.42% 0.27 CHF 0.28 CHF 750'000 250'000 750'000 250'000 215'595 CHF 74'365 CHF 99.31% 99.31%
04.07.2024 3.34% 0.30 CHF 0.31 CHF 750'000 250'000 750'000 250'000 220'614 CHF 76'038 CHF 99.37% 99.37%
03.07.2024 3.47% 0.29 CHF 0.30 CHF 750'000 250'000 750'000 250'000 212'498 CHF 73'333 CHF 99.37% 99.37%
02.07.2024 3.26% 0.29 CHF 0.30 CHF 750'000 250'000 750'000 250'000 226'155 CHF 77'885 CHF 99.23% 99.23%

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