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 2.67% 0.37 CHF 0.38 CHF 450'000 150'000 450'000 150'000 166'000 CHF 56'834 CHF 99.54% 99.54%
12.07.2024 2.80% 0.37 CHF 0.38 CHF 450'000 150'000 495'936 165'312 174'717 CHF 59'892 CHF 97.98% 97.98%
11.07.2024 3.00% 0.34 CHF 0.35 CHF 600'000 200'000 600'000 200'000 197'222 CHF 67'741 CHF 99.35% 99.35%
10.07.2024 3.01% 0.32 CHF 0.33 CHF 600'000 200'000 600'000 200'000 196'424 CHF 67'474 CHF 94.56% 94.56%
09.07.2024 2.91% 0.33 CHF 0.34 CHF 600'000 200'000 600'000 200'000 202'969 CHF 69'656 CHF 99.12% 99.12%
08.07.2024 2.71% 0.35 CHF 0.36 CHF 600'000 200'000 481'541 160'514 174'765 CHF 59'860 CHF 98.87% 98.87%
05.07.2024 2.77% 0.34 CHF 0.35 CHF 600'000 200'000 487'077 162'359 172'849 CHF 59'240 CHF 99.56% 99.56%
04.07.2024 2.70% 0.37 CHF 0.38 CHF 450'000 150'000 451'987 150'662 165'341 CHF 56'620 CHF 99.58% 99.58%
03.07.2024 2.78% 0.37 CHF 0.38 CHF 450'000 150'000 573'088 191'029 203'049 CHF 69'593 CHF 99.61% 99.61%
02.07.2024 2.78% 0.35 CHF 0.36 CHF 600'000 200'000 549'195 183'065 194'787 CHF 66'760 CHF 99.57% 99.57%

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