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 1.33% 0.76 CHF 0.77 CHF 450'000 150'000 450'000 150'000 335'912 CHF 113'471 CHF 97.92% 97.92%
12.07.2024 1.45% 0.72 CHF 0.73 CHF 450'000 150'000 450'000 150'000 308'701 CHF 104'400 CHF 99.08% 99.08%
11.07.2024 1.59% 0.66 CHF 0.67 CHF 450'000 150'000 450'000 150'000 280'687 CHF 95'062 CHF 95.40% 95.40%
10.07.2024 1.64% 0.62 CHF 0.63 CHF 450'000 150'000 450'000 150'000 272'826 CHF 92'442 CHF 88.20% 88.20%
09.07.2024 1.60% 0.61 CHF 0.62 CHF 450'000 150'000 450'000 150'000 278'243 CHF 94'248 CHF 99.42% 99.42%
08.07.2024 1.61% 0.62 CHF 0.63 CHF 450'000 150'000 450'000 150'000 276'436 CHF 93'645 CHF 95.56% 95.56%
05.07.2024 1.60% 0.62 CHF 0.63 CHF 450'000 150'000 450'000 150'000 279'687 CHF 94'729 CHF 96.85% 96.85%
04.07.2024 1.58% 0.62 CHF 0.63 CHF 450'000 150'000 450'000 150'000 282'732 CHF 95'744 CHF 99.41% 99.41%
03.07.2024 1.56% 0.62 CHF 0.63 CHF 450'000 150'000 450'000 150'000 286'783 CHF 97'094 CHF 97.27% 97.27%
02.07.2024 1.59% 0.63 CHF 0.64 CHF 450'000 150'000 450'000 150'000 280'011 CHF 94'837 CHF 94.60% 94.60%

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