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 1.25% 0.70 CHF 0.71 CHF 450'000 150'000 450'000 150'000 358'724 CHF 121'075 CHF 99.71% 99.71%
12.07.2024 1.24% 0.79 CHF 0.80 CHF 450'000 150'000 450'000 150'000 361'705 CHF 122'068 CHF 97.25% 97.25%
11.07.2024 1.54% 0.65 CHF 0.66 CHF 600'000 200'000 600'000 200'000 385'584 CHF 130'528 CHF 96.24% 96.24%
10.07.2024 1.38% 0.62 CHF 0.63 CHF 600'000 200'000 469'138 156'379 336'455 CHF 113'715 CHF 99.56% 99.56%
09.07.2024 1.36% 0.73 CHF 0.74 CHF 450'000 150'000 450'000 150'000 328'858 CHF 111'119 CHF 99.51% 99.51%
08.07.2024 1.40% 0.71 CHF 0.72 CHF 450'000 150'000 450'000 150'000 319'636 CHF 108'045 CHF 99.57% 99.57%
05.07.2024 1.38% 0.71 CHF 0.72 CHF 450'000 150'000 450'000 150'000 323'830 CHF 109'443 CHF 99.17% 99.17%
04.07.2024 1.37% 0.74 CHF 0.75 CHF 450'000 150'000 450'000 150'000 326'552 CHF 110'351 CHF 99.56% 99.56%
03.07.2024 1.40% 0.76 CHF 0.77 CHF 450'000 150'000 450'901 150'300 319'246 CHF 107'918 CHF 99.39% 99.39%
02.07.2024 1.42% 0.66 CHF 0.67 CHF 600'000 200'000 470'723 156'908 328'819 CHF 111'175 CHF 99.55% 99.55%

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