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 4.16% 0.23 CHF 0.24 CHF 750'000 250'000 750'000 250'000 176'984 CHF 61'495 CHF 94.82% 94.82%
12.07.2024 4.11% 0.23 CHF 0.24 CHF 750'000 250'000 750'000 250'000 178'776 CHF 62'092 CHF 99.26% 99.26%
11.07.2024 4.10% 0.23 CHF 0.24 CHF 750'000 250'000 750'000 250'000 179'280 CHF 62'260 CHF 98.20% 98.20%
10.07.2024 4.85% 0.22 CHF 0.23 CHF 750'000 250'000 878'770 292'923 176'850 CHF 61'879 CHF 99.37% 99.37%
09.07.2024 5.37% 0.19 CHF 0.20 CHF 900'000 300'000 900'000 300'000 163'287 CHF 57'429 CHF 99.36% 99.36%
08.07.2024 5.12% 0.19 CHF 0.20 CHF 900'000 300'000 900'000 300'000 171'451 CHF 60'150 CHF 98.71% 98.71%
05.07.2024 5.33% 0.17 CHF 0.18 CHF 900'000 300'000 900'000 300'000 164'720 CHF 57'907 CHF 98.87% 98.87%
04.07.2024 5.15% 0.19 CHF 0.20 CHF 900'000 300'000 900'000 300'000 170'233 CHF 59'744 CHF 99.37% 99.37%
03.07.2024 5.21% 0.18 CHF 0.19 CHF 900'000 300'000 900'000 300'000 168'334 CHF 59'111 CHF 99.27% 99.27%
02.07.2024 5.11% 0.19 CHF 0.20 CHF 900'000 300'000 900'000 300'000 171'628 CHF 60'209 CHF 99.38% 99.38%

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