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 1.74% 0.58 CHF 0.59 CHF 450'000 150'000 450'000 150'000 256'964 CHF 87'155 CHF 99.49% 99.49%
12.07.2024 1.72% 0.58 CHF 0.59 CHF 450'000 150'000 450'000 150'000 259'151 CHF 87'884 CHF 99.25% 99.25%
11.07.2024 1.78% 0.56 CHF 0.57 CHF 450'000 150'000 450'000 150'000 250'336 CHF 84'945 CHF 99.53% 99.53%
10.07.2024 1.81% 0.55 CHF 0.56 CHF 450'000 150'000 451'281 150'427 247'406 CHF 83'973 CHF 99.54% 99.54%
09.07.2024 1.89% 0.51 CHF 0.52 CHF 600'000 200'000 488'179 162'726 255'475 CHF 86'786 CHF 99.51% 99.51%
08.07.2024 1.73% 0.55 CHF 0.56 CHF 450'000 150'000 450'000 150'000 258'737 CHF 87'746 CHF 99.56% 99.56%
05.07.2024 1.73% 0.55 CHF 0.56 CHF 450'000 150'000 450'000 150'000 258'692 CHF 87'731 CHF 99.54% 99.54%
04.07.2024 1.68% 0.58 CHF 0.59 CHF 450'000 150'000 450'000 150'000 265'522 CHF 90'007 CHF 99.36% 99.36%
03.07.2024 1.89% 0.54 CHF 0.55 CHF 450'000 150'000 499'678 166'559 260'963 CHF 88'653 CHF 99.07% 99.07%
02.07.2024 2.18% 0.48 CHF 0.49 CHF 600'000 200'000 600'000 200'000 272'711 CHF 92'904 CHF 99.58% 99.58%

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