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 1.16% 0.87 CHF 0.88 CHF 450'000 150'000 450'000 150'000 386'122 CHF 130'207 CHF 97.95% 97.95%
12.07.2024 1.25% 0.83 CHF 0.84 CHF 450'000 150'000 450'000 150'000 358'382 CHF 120'961 CHF 99.08% 99.08%
11.07.2024 1.35% 0.77 CHF 0.78 CHF 450'000 150'000 450'000 150'000 331'417 CHF 111'972 CHF 95.41% 95.41%
10.07.2024 1.39% 0.73 CHF 0.74 CHF 450'000 150'000 450'000 150'000 322'591 CHF 109'030 CHF 88.20% 88.20%
09.07.2024 1.36% 0.73 CHF 0.74 CHF 450'000 150'000 450'000 150'000 328'469 CHF 110'990 CHF 99.41% 99.41%
08.07.2024 1.37% 0.73 CHF 0.74 CHF 450'000 150'000 450'000 150'000 326'087 CHF 110'196 CHF 95.56% 95.56%
05.07.2024 1.36% 0.73 CHF 0.74 CHF 450'000 150'000 450'000 150'000 329'789 CHF 111'430 CHF 96.84% 96.84%
04.07.2024 1.34% 0.74 CHF 0.75 CHF 450'000 150'000 450'000 150'000 332'874 CHF 112'458 CHF 99.41% 99.41%
03.07.2024 1.32% 0.73 CHF 0.74 CHF 450'000 150'000 450'000 150'000 337'717 CHF 114'072 CHF 97.27% 97.27%
02.07.2024 1.35% 0.74 CHF 0.75 CHF 450'000 150'000 450'000 150'000 330'055 CHF 111'518 CHF 94.60% 94.60%

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