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 2.21% 0.47 CHF 0.48 CHF 280'000 280'000 279'208 279'208 125'362 CHF 128'154 CHF 96.81% 96.81%
12.07.2024 2.05% 0.40 CHF 0.41 CHF 280'000 280'000 282'995 282'995 137'195 CHF 140'025 CHF 97.61% 97.61%
11.07.2024 1.82% 0.52 CHF 0.53 CHF 290'000 290'000 288'378 288'378 157'314 CHF 160'200 CHF 94.24% 94.24%
10.07.2024 1.68% 0.56 CHF 0.57 CHF 290'000 290'000 292'778 292'778 172'796 CHF 175'724 CHF 95.82% 95.82%
09.07.2024 1.69% 0.63 CHF 0.64 CHF 300'000 300'000 292'850 292'850 172'616 CHF 175'545 CHF 92.63% 92.63%
08.07.2024 1.87% 0.54 CHF 0.55 CHF 290'000 290'000 288'795 288'795 153'117 CHF 156'005 CHF 99.27% 99.27%
05.07.2024 1.95% 0.54 CHF 0.55 CHF 290'000 290'000 284'905 284'905 144'749 CHF 147'598 CHF 99.98% 99.98%
04.07.2024 1.81% 0.54 CHF 0.55 CHF 290'000 290'000 288'800 288'800 157'865 CHF 160'753 CHF 99.61% 99.61%
03.07.2024 1.74% 0.55 CHF 0.56 CHF 290'000 290'000 290'662 290'662 165'259 CHF 168'166 CHF 100.00% 100.00%
02.07.2024 1.70% 0.59 CHF 0.60 CHF 295'000 295'000 293'784 293'784 171'541 CHF 174'479 CHF 100.00% 100.00%

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