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 1.61% 0.61 CHF 0.62 CHF 450'000 150'000 450'000 150'000 276'942 CHF 93'814 CHF 99.17% 99.17%
12.07.2024 1.60% 0.62 CHF 0.63 CHF 450'000 150'000 450'000 150'000 279'845 CHF 94'782 CHF 99.29% 99.29%
11.07.2024 1.57% 0.63 CHF 0.64 CHF 600'000 200'000 600'000 200'000 378'599 CHF 128'200 CHF 99.17% 99.17%
10.07.2024 1.56% 0.65 CHF 0.66 CHF 600'000 200'000 600'000 200'000 382'819 CHF 129'606 CHF 99.09% 99.09%
09.07.2024 1.56% 0.63 CHF 0.64 CHF 600'000 200'000 600'000 200'000 382'898 CHF 129'633 CHF 99.11% 99.11%
08.07.2024 1.43% 0.67 CHF 0.68 CHF 600'000 200'000 600'000 200'000 417'222 CHF 141'074 CHF 99.13% 99.13%
05.07.2024 1.36% 0.71 CHF 0.72 CHF 600'000 200'000 598'620 199'540 438'630 CHF 148'205 CHF 99.09% 99.09%
04.07.2024 1.32% 0.75 CHF 0.76 CHF 600'000 200'000 600'000 200'000 450'023 CHF 152'008 CHF 99.10% 99.10%
03.07.2024 1.37% 0.74 CHF 0.75 CHF 600'000 200'000 600'000 200'000 435'750 CHF 147'250 CHF 98.59% 98.59%
02.07.2024 1.57% 0.63 CHF 0.64 CHF 600'000 200'000 600'000 200'000 378'681 CHF 128'227 CHF 99.15% 99.15%

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