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 1.02% 0.87 CHF 0.88 CHF 450'000 150'000 450'000 150'000 441'362 CHF 148'621 CHF 99.48% 99.48%
12.07.2024 1.01% 0.98 CHF 0.99 CHF 450'000 150'000 450'000 150'000 444'399 CHF 149'633 CHF 96.95% 96.95%
11.07.2024 1.24% 0.81 CHF 0.82 CHF 450'000 150'000 450'000 150'000 360'832 CHF 121'777 CHF 96.25% 96.25%
10.07.2024 1.12% 0.78 CHF 0.79 CHF 450'000 150'000 450'000 150'000 400'956 CHF 135'152 CHF 99.59% 99.59%
09.07.2024 1.10% 0.91 CHF 0.92 CHF 450'000 150'000 450'000 150'000 406'215 CHF 136'905 CHF 99.50% 99.50%
08.07.2024 1.13% 0.88 CHF 0.89 CHF 450'000 150'000 450'000 150'000 396'926 CHF 133'809 CHF 99.57% 99.57%
05.07.2024 1.12% 0.88 CHF 0.89 CHF 450'000 150'000 450'000 150'000 400'756 CHF 135'085 CHF 99.18% 99.18%
04.07.2024 1.11% 0.91 CHF 0.92 CHF 450'000 150'000 450'000 150'000 404'690 CHF 136'397 CHF 99.57% 99.57%
03.07.2024 1.13% 0.94 CHF 0.95 CHF 450'000 150'000 450'000 150'000 395'989 CHF 133'496 CHF 99.38% 99.38%
02.07.2024 1.14% 0.83 CHF 0.84 CHF 450'000 150'000 450'000 150'000 391'082 CHF 131'861 CHF 99.50% 99.50%

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