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 2.07% 0.46 CHF 0.47 CHF 450'000 150'000 450'000 150'000 214'913 CHF 73'138 CHF 93.48% 93.48%
12.07.2024 2.07% 0.50 CHF 0.51 CHF 450'000 150'000 450'000 150'000 215'088 CHF 73'196 CHF 93.23% 93.23%
11.07.2024 2.20% 0.45 CHF 0.46 CHF 450'000 150'000 450'000 150'000 202'616 CHF 69'039 CHF 94.61% 94.61%
10.07.2024 2.11% 0.48 CHF 0.49 CHF 450'000 150'000 450'000 150'000 210'961 CHF 71'821 CHF 96.16% 96.16%
09.07.2024 1.96% 0.49 CHF 0.50 CHF 450'000 150'000 450'000 150'000 228'028 CHF 77'509 CHF 91.38% 91.38%
08.07.2024 1.95% 0.50 CHF 0.51 CHF 450'000 150'000 450'000 150'000 228'386 CHF 77'629 CHF 95.80% 95.80%
05.07.2024 1.91% 0.50 CHF 0.51 CHF 450'000 150'000 450'000 150'000 233'569 CHF 79'357 CHF 92.55% 92.55%
04.07.2024 1.94% 0.52 CHF 0.53 CHF 450'000 150'000 450'000 150'000 230'135 CHF 78'212 CHF 90.49% 90.49%
03.07.2024 1.95% 0.52 CHF 0.53 CHF 450'000 150'000 450'000 150'000 228'643 CHF 77'714 CHF 96.84% 96.84%
02.07.2024 1.84% 0.55 CHF 0.56 CHF 450'000 150'000 450'000 150'000 242'484 CHF 82'328 CHF 94.81% 94.81%

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