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 1.50% 0.69 CHF 0.70 CHF 600'000 200'000 600'000 200'000 397'986 CHF 134'662 CHF 95.50% 95.50%
12.07.2024 1.53% 0.63 CHF 0.64 CHF 600'000 200'000 600'000 200'000 388'320 CHF 131'440 CHF 99.31% 99.31%
11.07.2024 1.61% 0.64 CHF 0.65 CHF 600'000 200'000 600'000 200'000 369'259 CHF 125'086 CHF 99.12% 99.12%
10.07.2024 1.68% 0.60 CHF 0.61 CHF 600'000 200'000 600'000 200'000 353'262 CHF 119'754 CHF 99.38% 99.38%
09.07.2024 1.62% 0.62 CHF 0.63 CHF 600'000 200'000 600'000 200'000 368'512 CHF 124'837 CHF 99.36% 99.36%
08.07.2024 1.57% 0.63 CHF 0.64 CHF 600'000 200'000 600'000 200'000 379'832 CHF 128'611 CHF 99.36% 99.36%
05.07.2024 1.43% 0.66 CHF 0.67 CHF 600'000 200'000 600'000 200'000 416'201 CHF 140'734 CHF 99.19% 99.19%
04.07.2024 1.41% 0.71 CHF 0.72 CHF 600'000 200'000 600'000 200'000 423'010 CHF 143'003 CHF 99.37% 99.37%
03.07.2024 1.45% 0.69 CHF 0.70 CHF 600'000 200'000 600'000 200'000 411'018 CHF 139'006 CHF 99.38% 99.38%
02.07.2024 1.39% 0.69 CHF 0.70 CHF 600'000 200'000 600'000 200'000 429'217 CHF 145'072 CHF 99.15% 99.15%

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