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 1.83% 0.54 CHF 0.55 CHF 450'000 150'000 450'000 150'000 243'449 CHF 82'650 CHF 99.31% 99.31%
12.07.2024 1.80% 0.56 CHF 0.57 CHF 450'000 150'000 450'000 150'000 247'188 CHF 83'896 CHF 99.43% 99.43%
11.07.2024 1.87% 0.53 CHF 0.54 CHF 450'000 150'000 450'000 150'000 238'164 CHF 80'888 CHF 99.53% 99.53%
10.07.2024 1.90% 0.52 CHF 0.53 CHF 450'000 150'000 455'244 151'748 237'351 CHF 80'634 CHF 99.53% 99.53%
09.07.2024 1.98% 0.48 CHF 0.49 CHF 600'000 200'000 507'063 169'021 252'302 CHF 85'791 CHF 99.51% 99.51%
08.07.2024 1.81% 0.52 CHF 0.53 CHF 450'000 150'000 450'000 150'000 247'179 CHF 83'893 CHF 99.60% 99.60%
05.07.2024 1.80% 0.53 CHF 0.54 CHF 450'000 150'000 450'000 150'000 247'760 CHF 84'087 CHF 99.56% 99.56%
04.07.2024 1.76% 0.56 CHF 0.57 CHF 450'000 150'000 450'000 150'000 253'128 CHF 85'876 CHF 99.34% 99.34%
03.07.2024 1.99% 0.51 CHF 0.52 CHF 450'000 150'000 517'416 172'472 256'766 CHF 87'313 CHF 99.11% 99.11%
02.07.2024 2.30% 0.45 CHF 0.46 CHF 600'000 200'000 600'000 200'000 257'962 CHF 87'988 CHF 99.58% 99.58%

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