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 1.57% 0.70 CHF 0.71 CHF 450'000 150'000 450'000 150'000 285'428 CHF 96'643 CHF 99.01% 99.01%
12.07.2024 1.72% 0.61 CHF 0.62 CHF 450'000 150'000 450'000 150'000 259'037 CHF 87'846 CHF 99.44% 99.44%
11.07.2024 1.85% 0.58 CHF 0.59 CHF 450'000 150'000 450'000 150'000 241'483 CHF 81'994 CHF 98.76% 98.76%
10.07.2024 1.96% 0.49 CHF 0.50 CHF 450'000 150'000 453'237 151'079 228'495 CHF 77'676 CHF 98.51% 98.51%
09.07.2024 1.85% 0.51 CHF 0.52 CHF 450'000 150'000 450'000 150'000 240'636 CHF 81'712 CHF 99.56% 99.56%
08.07.2024 1.82% 0.55 CHF 0.56 CHF 450'000 150'000 450'000 150'000 244'553 CHF 83'018 CHF 96.26% 96.26%
05.07.2024 1.75% 0.55 CHF 0.56 CHF 450'000 150'000 450'000 150'000 254'902 CHF 86'467 CHF 99.47% 99.47%
04.07.2024 1.70% 0.59 CHF 0.60 CHF 450'000 150'000 450'000 150'000 262'872 CHF 89'124 CHF 99.40% 99.40%
03.07.2024 1.81% 0.56 CHF 0.57 CHF 450'000 150'000 450'000 150'000 246'071 CHF 83'524 CHF 99.58% 99.58%
02.07.2024 1.77% 0.55 CHF 0.56 CHF 450'000 150'000 450'000 150'000 251'427 CHF 85'309 CHF 99.41% 99.41%

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