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 1.30% 0.82 CHF 0.83 CHF 200'000 200'000 200'000 200'000 152'952 CHF 154'952 CHF 99.55% 99.55%
12.07.2024 1.22% 0.67 CHF 0.68 CHF 200'000 200'000 200'000 200'000 163'557 CHF 165'557 CHF 99.36% 99.36%
11.07.2024 1.05% 0.86 CHF 0.87 CHF 200'000 200'000 200'000 200'000 189'385 CHF 191'385 CHF 98.95% 98.95%
10.07.2024 0.94% 1.00 CHF 1.01 CHF 200'000 200'000 200'000 200'000 211'838 CHF 213'838 CHF 99.61% 99.61%
09.07.2024 0.96% 1.16 CHF 1.17 CHF 200'000 200'000 200'000 200'000 207'254 CHF 209'254 CHF 99.59% 99.59%
08.07.2024 1.14% 0.92 CHF 0.93 CHF 200'000 200'000 200'000 200'000 173'940 CHF 175'940 CHF 99.52% 99.52%
05.07.2024 1.18% 0.94 CHF 0.95 CHF 200'000 200'000 200'000 200'000 168'865 CHF 170'865 CHF 99.48% 99.48%
04.07.2024 1.04% 0.94 CHF 0.95 CHF 200'000 200'000 200'000 200'000 191'738 CHF 193'738 CHF 99.37% 99.37%
03.07.2024 0.94% 1.00 CHF 1.01 CHF 200'000 200'000 200'000 200'000 211'892 CHF 213'892 CHF 99.58% 99.58%
02.07.2024 0.80% 1.21 CHF 1.22 CHF 200'000 200'000 200'000 200'000 249'152 CHF 251'152 CHF 99.56% 99.56%

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