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 1.51% 0.62 CHF 0.63 CHF 250'000 100'000 250'000 100'000 164'260 CHF 66'704 CHF 99.38% 99.38%
12.07.2024 1.55% 0.67 CHF 0.68 CHF 250'000 100'000 250'000 100'000 160'231 CHF 65'092 CHF 99.38% 99.38%
11.07.2024 1.59% 0.63 CHF 0.64 CHF 250'000 100'000 250'000 100'000 156'288 CHF 63'515 CHF 99.38% 99.38%
10.07.2024 1.62% 0.61 CHF 0.62 CHF 250'000 100'000 250'000 100'000 152'995 CHF 62'198 CHF 99.37% 99.37%
09.07.2024 1.69% 0.57 CHF 0.58 CHF 250'000 100'000 250'000 100'000 146'800 CHF 59'720 CHF 99.38% 99.38%
08.07.2024 1.64% 0.60 CHF 0.61 CHF 250'000 100'000 250'000 100'000 151'375 CHF 61'550 CHF 99.35% 99.35%
05.07.2024 1.59% 0.59 CHF 0.60 CHF 250'000 100'000 250'000 100'000 156'308 CHF 63'523 CHF 99.36% 99.36%
04.07.2024 1.60% 0.62 CHF 0.63 CHF 250'000 100'000 250'000 100'000 155'241 CHF 63'096 CHF 99.17% 99.17%
03.07.2024 1.65% 0.60 CHF 0.61 CHF 250'000 100'000 250'000 100'000 150'348 CHF 61'139 CHF 99.17% 99.17%
02.07.2024 1.89% 0.54 CHF 0.55 CHF 250'000 100'000 250'000 100'000 131'393 CHF 53'557 CHF 99.16% 99.16%

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