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 1.31% 0.77 CHF 0.78 CHF 600'000 200'000 600'000 200'000 456'603 CHF 154'201 CHF 98.82% 98.82%
12.07.2024 1.27% 0.78 CHF 0.79 CHF 600'000 200'000 600'000 200'000 471'085 CHF 159'028 CHF 98.80% 98.80%
11.07.2024 1.15% 0.85 CHF 0.86 CHF 600'000 200'000 600'000 200'000 519'636 CHF 175'212 CHF 99.30% 99.30%
10.07.2024 1.13% 0.87 CHF 0.88 CHF 600'000 200'000 600'000 200'000 525'800 CHF 177'267 CHF 98.44% 98.44%
09.07.2024 1.17% 0.88 CHF 0.89 CHF 600'000 200'000 600'000 200'000 511'397 CHF 172'466 CHF 97.73% 97.73%
08.07.2024 1.24% 0.82 CHF 0.83 CHF 600'000 200'000 600'000 200'000 482'182 CHF 162'727 CHF 97.51% 97.51%
05.07.2024 1.28% 0.80 CHF 0.81 CHF 600'000 200'000 600'000 200'000 465'279 CHF 157'093 CHF 98.29% 98.29%
04.07.2024 1.29% 0.77 CHF 0.78 CHF 600'000 200'000 600'000 200'000 463'521 CHF 156'507 CHF 94.22% 94.22%
03.07.2024 1.28% 0.78 CHF 0.79 CHF 600'000 200'000 600'000 200'000 466'548 CHF 157'516 CHF 99.38% 99.38%
02.07.2024 1.21% 0.83 CHF 0.84 CHF 600'000 200'000 600'000 200'000 492'780 CHF 166'260 CHF 98.93% 98.93%

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