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 1.31% 0.66 CHF 0.67 CHF 450'000 150'000 450'000 150'000 342'276 CHF 115'592 CHF 99.71% 99.71%
12.07.2024 1.29% 0.76 CHF 0.77 CHF 450'000 150'000 450'000 150'000 345'465 CHF 116'655 CHF 97.24% 97.24%
11.07.2024 1.68% 0.60 CHF 0.61 CHF 450'000 150'000 450'000 150'000 265'279 CHF 89'926 CHF 96.25% 96.25%
10.07.2024 1.48% 0.57 CHF 0.58 CHF 450'000 150'000 450'000 150'000 302'134 CHF 102'211 CHF 99.59% 99.59%
09.07.2024 1.45% 0.69 CHF 0.70 CHF 450'000 150'000 450'000 150'000 308'618 CHF 104'373 CHF 99.54% 99.54%
08.07.2024 1.48% 0.67 CHF 0.68 CHF 450'000 150'000 450'000 150'000 301'084 CHF 101'861 CHF 99.57% 99.57%
05.07.2024 1.48% 0.66 CHF 0.67 CHF 450'000 150'000 450'000 150'000 302'823 CHF 102'441 CHF 99.13% 99.13%
04.07.2024 1.46% 0.70 CHF 0.71 CHF 450'000 150'000 450'000 150'000 306'395 CHF 103'632 CHF 99.57% 99.57%
03.07.2024 1.49% 0.72 CHF 0.73 CHF 450'000 150'000 450'000 150'000 300'038 CHF 101'513 CHF 99.46% 99.46%
02.07.2024 1.52% 0.62 CHF 0.63 CHF 450'000 150'000 450'000 150'000 295'002 CHF 99'834 CHF 99.56% 99.56%

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