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 1.44% 0.58 CHF 0.59 CHF 450'000 150'000 450'000 150'000 312'179 CHF 105'560 CHF 99.49% 99.49%
12.07.2024 1.41% 0.70 CHF 0.71 CHF 450'000 150'000 450'000 150'000 317'771 CHF 107'424 CHF 97.00% 97.00%
11.07.2024 1.94% 0.52 CHF 0.53 CHF 450'000 150'000 450'000 150'000 230'258 CHF 78'253 CHF 96.25% 96.25%
10.07.2024 1.64% 0.49 CHF 0.50 CHF 450'000 150'000 450'000 150'000 272'900 CHF 92'467 CHF 99.56% 99.56%
09.07.2024 1.60% 0.62 CHF 0.63 CHF 450'000 150'000 450'000 150'000 279'314 CHF 94'605 CHF 99.54% 99.54%
08.07.2024 1.66% 0.60 CHF 0.61 CHF 450'000 150'000 450'000 150'000 268'185 CHF 90'895 CHF 99.56% 99.56%
05.07.2024 1.63% 0.59 CHF 0.60 CHF 450'000 150'000 450'000 150'000 273'849 CHF 92'783 CHF 99.20% 99.20%
04.07.2024 1.61% 0.63 CHF 0.64 CHF 450'000 150'000 450'000 150'000 277'387 CHF 93'962 CHF 99.57% 99.57%
03.07.2024 1.67% 0.66 CHF 0.67 CHF 450'000 150'000 450'000 150'000 268'115 CHF 90'872 CHF 99.31% 99.31%
02.07.2024 1.69% 0.54 CHF 0.55 CHF 450'000 150'000 450'000 150'000 264'182 CHF 89'561 CHF 99.56% 99.56%

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