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 1.19% 0.91 CHF 0.92 CHF 450'000 150'000 450'000 150'000 375'781 CHF 126'760 CHF 98.97% 98.97%
12.07.2024 1.30% 0.81 CHF 0.82 CHF 450'000 150'000 450'000 150'000 344'957 CHF 116'486 CHF 99.41% 99.41%
11.07.2024 1.38% 0.77 CHF 0.78 CHF 450'000 150'000 450'000 150'000 323'589 CHF 109'363 CHF 98.72% 98.72%
10.07.2024 1.46% 0.66 CHF 0.67 CHF 450'000 150'000 450'000 150'000 307'015 CHF 103'838 CHF 98.51% 98.51%
09.07.2024 1.39% 0.69 CHF 0.70 CHF 450'000 150'000 450'000 150'000 322'434 CHF 108'978 CHF 99.55% 99.55%
08.07.2024 1.37% 0.74 CHF 0.75 CHF 450'000 150'000 450'000 150'000 326'162 CHF 110'221 CHF 96.24% 96.24%
05.07.2024 1.32% 0.74 CHF 0.75 CHF 450'000 150'000 450'000 150'000 339'823 CHF 114'774 CHF 99.48% 99.48%
04.07.2024 1.28% 0.78 CHF 0.79 CHF 450'000 150'000 450'000 150'000 348'096 CHF 117'532 CHF 99.39% 99.39%
03.07.2024 1.36% 0.75 CHF 0.76 CHF 450'000 150'000 450'000 150'000 328'033 CHF 110'844 CHF 99.48% 99.48%
02.07.2024 1.34% 0.73 CHF 0.74 CHF 450'000 150'000 450'000 150'000 332'979 CHF 112'493 CHF 99.41% 99.41%

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