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 1.15% 0.85 CHF 0.86 CHF 150'000 150'000 150'000 150'000 130'237 CHF 131'737 CHF 99.95% 99.95%
12.07.2024 1.18% 0.86 CHF 0.87 CHF 150'000 150'000 150'000 150'000 126'111 CHF 127'611 CHF 95.53% 95.53%
11.07.2024 1.17% 0.83 CHF 0.84 CHF 150'000 150'000 150'000 150'000 126'965 CHF 128'465 CHF 90.64% 90.64%
10.07.2024 1.21% 0.84 CHF 0.85 CHF 150'000 150'000 150'000 150'000 123'125 CHF 124'625 CHF 91.91% 91.91%
09.07.2024 1.19% 0.82 CHF 0.83 CHF 150'000 150'000 149'995 150'000 125'667 CHF 127'171 CHF 98.87% 98.87%
08.07.2024 1.16% 0.87 CHF 0.88 CHF 150'000 150'000 150'000 150'000 128'936 CHF 130'436 CHF 95.68% 95.68%
05.07.2024 1.17% 0.85 CHF 0.86 CHF 150'000 150'000 150'000 150'000 127'138 CHF 128'638 CHF 98.30% 98.30%
04.07.2024 1.19% 0.84 CHF 0.85 CHF 150'000 150'000 150'000 150'000 124'920 CHF 126'420 CHF 99.99% 99.99%
03.07.2024 1.16% 0.83 CHF 0.84 CHF 150'000 150'000 150'000 150'000 128'179 CHF 129'679 CHF 98.56% 98.56%
02.07.2024 1.10% 0.90 CHF 0.91 CHF 150'000 150'000 150'000 150'000 135'773 CHF 137'273 CHF 95.56% 95.56%

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