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 2.64% 0.39 CHF 0.40 CHF 450'000 150'000 450'000 150'000 168'486 CHF 57'662 CHF 94.80% 94.80%
12.07.2024 2.54% 0.39 CHF 0.40 CHF 450'000 150'000 450'059 150'020 175'169 CHF 59'890 CHF 99.16% 99.16%
11.07.2024 2.48% 0.39 CHF 0.40 CHF 450'000 150'000 450'961 150'320 179'337 CHF 61'282 CHF 98.11% 98.11%
10.07.2024 2.21% 0.43 CHF 0.44 CHF 450'000 150'000 450'000 150'000 201'532 CHF 68'678 CHF 99.33% 99.33%
09.07.2024 2.07% 0.46 CHF 0.47 CHF 450'000 150'000 450'000 150'000 214'691 CHF 73'064 CHF 99.40% 99.40%
08.07.2024 2.19% 0.46 CHF 0.47 CHF 450'000 150'000 450'000 150'000 203'045 CHF 69'182 CHF 98.70% 98.70%
05.07.2024 2.08% 0.49 CHF 0.50 CHF 450'000 150'000 450'000 150'000 213'703 CHF 72'734 CHF 98.83% 98.83%
04.07.2024 2.10% 0.47 CHF 0.48 CHF 450'000 150'000 450'000 150'000 211'819 CHF 72'106 CHF 99.37% 99.37%
03.07.2024 2.12% 0.49 CHF 0.50 CHF 450'000 150'000 450'000 150'000 209'642 CHF 71'381 CHF 99.39% 99.39%
02.07.2024 2.14% 0.46 CHF 0.47 CHF 450'000 150'000 450'000 150'000 207'956 CHF 70'819 CHF 99.16% 99.16%

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