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 1.19% 0.85 CHF 0.86 CHF 200'000 200'000 200'000 200'000 167'526 CHF 169'526 CHF 99.53% 99.53%
12.07.2024 1.17% 0.87 CHF 0.88 CHF 200'000 200'000 200'000 200'000 169'696 CHF 171'696 CHF 90.65% 90.65%
11.07.2024 1.28% 0.83 CHF 0.84 CHF 200'000 200'000 200'000 200'000 155'323 CHF 157'323 CHF 99.24% 99.24%
10.07.2024 1.33% 0.81 CHF 0.82 CHF 200'000 200'000 200'000 200'000 149'926 CHF 151'926 CHF 99.52% 99.52%
09.07.2024 1.37% 0.71 CHF 0.72 CHF 200'000 200'000 200'000 200'000 144'627 CHF 146'627 CHF 92.48% 92.48%
08.07.2024 1.04% 0.95 CHF 0.96 CHF 200'000 200'000 200'000 200'000 191'450 CHF 193'450 CHF 99.58% 99.58%
05.07.2024 1.00% 0.95 CHF 0.96 CHF 200'000 200'000 200'000 200'000 198'941 CHF 200'941 CHF 98.47% 98.47%
04.07.2024 1.01% 0.99 CHF 1.00 CHF 200'000 200'000 200'000 200'000 197'044 CHF 199'044 CHF 98.68% 98.68%
03.07.2024 1.06% 0.95 CHF 0.96 CHF 200'000 200'000 200'000 200'000 187'801 CHF 189'801 CHF 99.47% 99.47%
02.07.2024 1.17% 0.86 CHF 0.87 CHF 200'000 200'000 200'000 200'000 169'748 CHF 171'748 CHF 99.55% 99.55%

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