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 1.61% 0.64 CHF 0.65 CHF 450'000 150'000 450'000 150'000 277'070 CHF 93'857 CHF 94.81% 94.81%
12.07.2024 1.58% 0.63 CHF 0.64 CHF 450'000 150'000 450'000 150'000 283'415 CHF 95'972 CHF 99.19% 99.19%
11.07.2024 1.55% 0.63 CHF 0.64 CHF 450'000 150'000 450'000 150'000 287'534 CHF 97'345 CHF 98.06% 98.06%
10.07.2024 1.41% 0.68 CHF 0.69 CHF 450'000 150'000 450'000 150'000 318'020 CHF 107'507 CHF 99.33% 99.33%
09.07.2024 1.34% 0.72 CHF 0.73 CHF 450'000 150'000 450'000 150'000 334'398 CHF 112'966 CHF 99.37% 99.37%
08.07.2024 1.39% 0.72 CHF 0.73 CHF 450'000 150'000 450'000 150'000 321'649 CHF 108'716 CHF 98.73% 98.73%
05.07.2024 1.34% 0.76 CHF 0.77 CHF 450'000 150'000 450'000 150'000 332'457 CHF 112'319 CHF 98.76% 98.76%
04.07.2024 1.36% 0.73 CHF 0.74 CHF 450'000 150'000 450'000 150'000 329'383 CHF 111'294 CHF 99.37% 99.37%
03.07.2024 1.36% 0.75 CHF 0.76 CHF 450'000 150'000 450'000 150'000 329'315 CHF 111'272 CHF 99.17% 99.17%
02.07.2024 1.37% 0.73 CHF 0.74 CHF 450'000 150'000 450'000 150'000 326'183 CHF 110'228 CHF 99.20% 99.20%

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