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 1.10% 0.95 CHF 0.96 CHF 450'000 150'000 450'000 150'000 407'285 CHF 137'262 CHF 99.49% 99.49%
12.07.2024 1.10% 0.90 CHF 0.91 CHF 450'000 150'000 450'000 150'000 406'088 CHF 136'863 CHF 99.45% 99.45%
11.07.2024 1.11% 0.91 CHF 0.92 CHF 450'000 150'000 450'000 150'000 401'410 CHF 135'303 CHF 99.30% 99.30%
10.07.2024 1.18% 0.86 CHF 0.87 CHF 450'000 150'000 450'000 150'000 379'965 CHF 128'155 CHF 99.34% 99.34%
09.07.2024 1.25% 0.80 CHF 0.81 CHF 450'000 150'000 450'000 150'000 356'418 CHF 120'306 CHF 99.53% 99.53%
08.07.2024 1.25% 0.84 CHF 0.85 CHF 450'000 150'000 450'000 150'000 358'100 CHF 120'867 CHF 99.26% 99.26%
05.07.2024 1.23% 0.77 CHF 0.78 CHF 450'000 150'000 450'000 150'000 364'622 CHF 123'041 CHF 99.52% 99.52%
04.07.2024 1.20% 0.84 CHF 0.85 CHF 450'000 150'000 450'000 150'000 371'876 CHF 125'459 CHF 99.57% 99.57%
03.07.2024 1.23% 0.81 CHF 0.82 CHF 450'000 150'000 450'000 150'000 364'363 CHF 122'954 CHF 99.56% 99.56%
02.07.2024 1.28% 0.77 CHF 0.78 CHF 450'000 150'000 450'000 150'000 348'312 CHF 117'604 CHF 99.58% 99.58%

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