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 2.22% 0.43 CHF 0.44 CHF 300'000 100'000 300'000 100'000 133'746 CHF 45'582 CHF 99.17% 99.17%
12.07.2024 2.26% 0.45 CHF 0.46 CHF 300'000 100'000 300'000 100'000 131'566 CHF 44'855 CHF 99.24% 99.24%
11.07.2024 2.20% 0.43 CHF 0.44 CHF 300'000 100'000 300'000 100'000 134'935 CHF 45'978 CHF 98.03% 98.03%
10.07.2024 2.27% 0.45 CHF 0.46 CHF 300'000 100'000 300'000 100'000 130'734 CHF 44'578 CHF 99.24% 99.24%
09.07.2024 2.21% 0.44 CHF 0.45 CHF 300'000 100'000 300'000 100'000 134'200 CHF 45'733 CHF 99.24% 99.24%
08.07.2024 2.30% 0.44 CHF 0.45 CHF 300'000 100'000 300'000 100'000 128'844 CHF 43'948 CHF 99.15% 99.15%
05.07.2024 2.45% 0.41 CHF 0.42 CHF 300'000 100'000 300'000 100'000 121'087 CHF 41'362 CHF 98.43% 98.43%
04.07.2024 2.42% 0.41 CHF 0.42 CHF 300'000 100'000 300'000 100'000 122'252 CHF 41'751 CHF 99.23% 99.23%
03.07.2024 2.42% 0.40 CHF 0.41 CHF 300'000 100'000 300'000 100'000 122'629 CHF 41'876 CHF 98.54% 98.54%
02.07.2024 2.57% 0.39 CHF 0.40 CHF 300'000 100'000 300'000 100'000 115'162 CHF 39'387 CHF 99.23% 99.23%

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