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 1.39% 0.71 CHF 0.72 CHF 300'000 100'000 300'000 100'000 213'891 CHF 72'297 CHF 99.27% 99.27%
12.07.2024 1.45% 0.72 CHF 0.73 CHF 300'000 100'000 300'000 100'000 205'623 CHF 69'541 CHF 99.27% 99.27%
11.07.2024 1.52% 0.68 CHF 0.69 CHF 300'000 100'000 300'000 100'000 195'892 CHF 66'297 CHF 99.27% 99.27%
10.07.2024 1.50% 0.65 CHF 0.66 CHF 300'000 100'000 300'000 100'000 198'705 CHF 67'235 CHF 99.27% 99.27%
09.07.2024 1.44% 0.69 CHF 0.70 CHF 300'000 100'000 300'000 100'000 207'051 CHF 70'017 CHF 99.27% 99.27%
08.07.2024 1.44% 0.68 CHF 0.69 CHF 300'000 100'000 300'000 100'000 206'570 CHF 69'857 CHF 99.21% 99.21%
05.07.2024 1.39% 0.71 CHF 0.72 CHF 300'000 100'000 300'000 100'000 214'880 CHF 72'627 CHF 99.26% 99.26%
04.07.2024 1.34% 0.73 CHF 0.74 CHF 300'000 100'000 300'000 100'000 222'156 CHF 75'052 CHF 99.27% 99.27%
03.07.2024 1.47% 0.73 CHF 0.74 CHF 300'000 100'000 300'000 100'000 203'004 CHF 68'668 CHF 99.27% 99.27%
02.07.2024 1.58% 0.66 CHF 0.67 CHF 300'000 100'000 300'000 100'000 188'813 CHF 63'938 CHF 99.26% 99.26%

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