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 3.69% 0.25 CHF 0.26 CHF 600'000 200'000 600'000 200'000 159'733 CHF 55'244 CHF 99.36% 99.36%
12.07.2024 3.74% 0.28 CHF 0.29 CHF 600'000 200'000 600'000 200'000 157'509 CHF 54'503 CHF 99.31% 99.31%
11.07.2024 3.61% 0.25 CHF 0.26 CHF 600'000 200'000 600'000 200'000 163'229 CHF 56'410 CHF 97.99% 97.99%
10.07.2024 3.77% 0.27 CHF 0.28 CHF 600'000 200'000 600'000 200'000 156'254 CHF 54'085 CHF 99.34% 99.34%
09.07.2024 3.62% 0.26 CHF 0.27 CHF 600'000 200'000 600'000 200'000 162'795 CHF 56'265 CHF 99.42% 99.42%
08.07.2024 3.88% 0.26 CHF 0.27 CHF 600'000 200'000 600'000 200'000 151'799 CHF 52'600 CHF 99.28% 99.28%
05.07.2024 4.25% 0.24 CHF 0.25 CHF 600'000 200'000 600'000 200'000 138'197 CHF 48'066 CHF 98.53% 98.53%
04.07.2024 4.25% 0.23 CHF 0.24 CHF 600'000 200'000 600'000 200'000 138'167 CHF 48'056 CHF 99.37% 99.37%
03.07.2024 4.26% 0.22 CHF 0.23 CHF 600'000 200'000 600'000 200'000 137'968 CHF 47'989 CHF 99.19% 99.19%
02.07.2024 4.50% 0.22 CHF 0.23 CHF 600'000 200'000 600'319 200'106 130'582 CHF 45'529 CHF 99.37% 99.37%

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