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 4.15% 0.22 CHF 0.23 CHF 250'000 250'000 223'099 223'099 52'631 CHF 54'862 CHF 99.00% 99.00%
12.07.2024 4.49% 0.22 CHF 0.23 CHF 225'000 225'000 245'410 245'410 53'471 CHF 55'925 CHF 98.82% 98.82%
11.07.2024 4.29% 0.23 CHF 0.24 CHF 250'000 250'000 229'465 229'465 52'389 CHF 54'683 CHF 90.71% 90.71%
10.07.2024 4.32% 0.23 CHF 0.24 CHF 250'000 250'000 238'632 238'632 54'009 CHF 56'395 CHF 95.07% 95.07%
09.07.2024 4.00% 0.25 CHF 0.26 CHF 200'000 200'000 216'741 216'742 53'021 CHF 55'188 CHF 98.63% 98.63%
08.07.2024 4.87% 0.24 CHF 0.25 CHF 225'000 225'000 259'488 259'488 52'052 CHF 54'647 CHF 99.00% 99.00%
05.07.2024 4.98% 0.18 CHF 0.19 CHF 300'000 300'000 259'944 259'944 50'870 CHF 53'470 CHF 99.18% 99.18%
04.07.2024 4.91% 0.20 CHF 0.21 CHF 250'000 250'000 253'582 253'582 50'375 CHF 52'910 CHF 99.18% 99.18%
03.07.2024 4.91% 0.19 CHF 0.20 CHF 275'000 275'000 255'156 255'156 50'731 CHF 53'282 CHF 98.44% 98.44%
02.07.2024 5.51% 0.21 CHF 0.22 CHF 250'000 250'000 291'104 291'104 51'417 CHF 54'328 CHF 98.74% 98.74%

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