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 1.05% 1.02 CHF 1.03 CHF 450'000 150'000 450'000 150'000 427'530 CHF 144'010 CHF 99.12% 99.12%
12.07.2024 1.13% 0.93 CHF 0.94 CHF 450'000 150'000 450'000 150'000 395'755 CHF 133'418 CHF 99.41% 99.41%
11.07.2024 1.20% 0.88 CHF 0.89 CHF 450'000 150'000 450'000 150'000 373'614 CHF 126'038 CHF 98.69% 98.69%
10.07.2024 1.25% 0.78 CHF 0.79 CHF 450'000 150'000 450'000 150'000 359'100 CHF 121'200 CHF 98.51% 98.51%
09.07.2024 1.19% 0.81 CHF 0.82 CHF 450'000 150'000 450'000 150'000 374'633 CHF 126'378 CHF 99.55% 99.55%
08.07.2024 1.19% 0.85 CHF 0.86 CHF 450'000 150'000 450'000 150'000 377'085 CHF 127'195 CHF 96.23% 96.23%
05.07.2024 1.14% 0.85 CHF 0.86 CHF 450'000 150'000 450'000 150'000 392'652 CHF 132'384 CHF 99.45% 99.45%
04.07.2024 1.11% 0.90 CHF 0.91 CHF 450'000 150'000 450'000 150'000 401'799 CHF 135'433 CHF 99.40% 99.40%
03.07.2024 1.17% 0.87 CHF 0.88 CHF 450'000 150'000 450'000 150'000 381'340 CHF 128'613 CHF 99.54% 99.54%
02.07.2024 1.16% 0.85 CHF 0.86 CHF 450'000 150'000 450'000 150'000 386'252 CHF 130'251 CHF 99.38% 99.38%

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