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 1.66% 0.63 CHF 0.64 CHF 450'000 150'000 450'000 150'000 268'503 CHF 91'001 CHF 94.82% 94.82%
12.07.2024 1.62% 0.61 CHF 0.62 CHF 450'000 150'000 450'000 150'000 274'724 CHF 93'075 CHF 99.29% 99.29%
11.07.2024 1.60% 0.61 CHF 0.62 CHF 450'000 150'000 450'000 150'000 278'856 CHF 94'452 CHF 98.15% 98.15%
10.07.2024 1.44% 0.66 CHF 0.67 CHF 450'000 150'000 450'000 150'000 310'238 CHF 104'913 CHF 99.36% 99.36%
09.07.2024 1.36% 0.71 CHF 0.72 CHF 450'000 150'000 450'000 150'000 328'823 CHF 111'108 CHF 99.39% 99.39%
08.07.2024 1.41% 0.71 CHF 0.72 CHF 450'000 150'000 450'000 150'000 315'976 CHF 106'825 CHF 98.70% 98.70%
05.07.2024 1.36% 0.75 CHF 0.76 CHF 450'000 150'000 450'000 150'000 328'156 CHF 110'885 CHF 98.83% 98.83%
04.07.2024 1.37% 0.72 CHF 0.73 CHF 450'000 150'000 450'000 150'000 325'184 CHF 109'895 CHF 99.37% 99.37%
03.07.2024 1.37% 0.74 CHF 0.75 CHF 450'000 150'000 450'000 150'000 325'532 CHF 110'011 CHF 99.28% 99.28%
02.07.2024 1.39% 0.72 CHF 0.73 CHF 450'000 150'000 450'000 150'000 322'293 CHF 108'931 CHF 99.21% 99.21%

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