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 3.57% 0.26 CHF 0.27 CHF 200'000 200'000 193'760 193'760 53'307 CHF 55'245 CHF 99.06% 99.06%
12.07.2024 3.88% 0.26 CHF 0.27 CHF 200'000 200'000 202'580 202'580 51'236 CHF 53'261 CHF 98.78% 98.78%
11.07.2024 3.69% 0.26 CHF 0.27 CHF 225'000 225'000 202'298 202'298 53'894 CHF 55'917 CHF 97.49% 97.49%
10.07.2024 3.77% 0.26 CHF 0.27 CHF 200'000 200'000 199'801 199'801 52'043 CHF 54'041 CHF 95.09% 95.09%
09.07.2024 3.47% 0.29 CHF 0.30 CHF 175'000 175'000 194'571 194'571 55'032 CHF 56'978 CHF 98.69% 98.69%
08.07.2024 4.24% 0.28 CHF 0.29 CHF 200'000 200'000 234'881 234'881 54'172 CHF 56'521 CHF 98.98% 98.98%
05.07.2024 4.44% 0.21 CHF 0.22 CHF 250'000 250'000 246'861 246'861 54'325 CHF 56'793 CHF 99.18% 99.18%
04.07.2024 4.44% 0.22 CHF 0.23 CHF 250'000 250'000 250'000 250'000 55'000 CHF 57'500 CHF 99.18% 99.18%
03.07.2024 4.30% 0.22 CHF 0.23 CHF 250'000 250'000 230'414 230'414 52'464 CHF 54'768 CHF 98.43% 98.43%
02.07.2024 4.82% 0.24 CHF 0.25 CHF 250'000 250'000 253'504 253'505 51'372 CHF 53'907 CHF 98.84% 98.84%

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