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 3.75% 0.31 CHF 0.32 CHF 300'000 100'000 300'000 100'000 79'099 CHF 27'366 CHF 99.19% 99.19%
12.07.2024 4.40% 0.21 CHF 0.22 CHF 300'000 100'000 300'000 100'000 66'970 CHF 23'323 CHF 99.27% 99.27%
11.07.2024 4.52% 0.24 CHF 0.25 CHF 300'000 100'000 300'000 100'000 64'955 CHF 22'652 CHF 99.23% 99.23%
10.07.2024 3.34% 0.26 CHF 0.27 CHF 300'000 100'000 300'000 100'000 88'544 CHF 30'515 CHF 99.23% 99.23%
09.07.2024 3.01% 0.34 CHF 0.35 CHF 300'000 100'000 300'000 100'000 98'486 CHF 33'829 CHF 99.24% 99.24%
08.07.2024 3.18% 0.32 CHF 0.33 CHF 300'000 100'000 300'000 100'000 93'143 CHF 32'048 CHF 99.24% 99.24%
05.07.2024 2.62% 0.39 CHF 0.40 CHF 300'000 100'000 300'000 100'000 113'048 CHF 38'683 CHF 99.23% 99.23%
04.07.2024 2.48% 0.38 CHF 0.39 CHF 300'000 100'000 300'000 100'000 119'728 CHF 40'909 CHF 99.23% 99.23%
03.07.2024 2.41% 0.41 CHF 0.42 CHF 300'000 100'000 300'000 100'000 122'994 CHF 41'998 CHF 99.23% 99.23%
02.07.2024 2.59% 0.39 CHF 0.40 CHF 300'000 100'000 300'000 100'000 114'474 CHF 39'158 CHF 99.24% 99.24%

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