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 0.93% 1.15 CHF 1.16 CHF 300'000 100'000 316'261 105'420 337'456 CHF 113'539 CHF 99.12% 99.12%
12.07.2024 1.00% 1.04 CHF 1.05 CHF 450'000 150'000 450'000 150'000 446'074 CHF 150'191 CHF 99.40% 99.40%
11.07.2024 1.06% 0.99 CHF 1.00 CHF 450'000 150'000 450'000 150'000 420'819 CHF 141'773 CHF 98.77% 98.77%
10.07.2024 1.11% 0.87 CHF 0.88 CHF 450'000 150'000 450'000 150'000 402'748 CHF 135'749 CHF 98.50% 98.50%
09.07.2024 1.07% 0.91 CHF 0.92 CHF 450'000 150'000 450'000 150'000 420'246 CHF 141'582 CHF 99.55% 99.55%
08.07.2024 1.05% 0.96 CHF 0.97 CHF 450'000 150'000 450'000 150'000 424'486 CHF 142'995 CHF 96.24% 96.24%
05.07.2024 1.02% 0.95 CHF 0.96 CHF 450'000 150'000 450'000 150'000 438'538 CHF 147'679 CHF 99.48% 99.48%
04.07.2024 1.00% 1.00 CHF 1.01 CHF 450'000 150'000 450'000 150'000 449'386 CHF 151'295 CHF 99.41% 99.41%
03.07.2024 1.05% 0.97 CHF 0.98 CHF 450'000 150'000 450'000 150'000 426'407 CHF 143'636 CHF 99.60% 99.60%
02.07.2024 1.04% 0.95 CHF 0.96 CHF 450'000 150'000 450'000 150'000 430'219 CHF 144'906 CHF 99.30% 99.30%

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