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 1.81% 0.56 CHF 0.57 CHF 280'000 280'000 279'219 279'219 152'585 CHF 155'377 CHF 97.63% 97.63%
12.07.2024 1.70% 0.50 CHF 0.51 CHF 280'000 280'000 282'982 282'982 165'069 CHF 167'899 CHF 96.15% 96.15%
11.07.2024 1.55% 0.61 CHF 0.62 CHF 290'000 290'000 288'401 288'401 185'475 CHF 188'361 CHF 95.75% 95.75%
10.07.2024 1.44% 0.66 CHF 0.67 CHF 290'000 290'000 292'769 292'769 201'328 CHF 204'256 CHF 95.59% 95.59%
09.07.2024 1.45% 0.73 CHF 0.74 CHF 300'000 300'000 292'768 292'768 200'928 CHF 203'856 CHF 95.85% 95.85%
08.07.2024 1.58% 0.64 CHF 0.65 CHF 290'000 290'000 288'766 288'766 181'395 CHF 184'283 CHF 96.93% 96.93%
05.07.2024 1.64% 0.64 CHF 0.65 CHF 290'000 290'000 284'848 284'848 172'562 CHF 175'410 CHF 95.79% 95.79%
04.07.2024 1.54% 0.63 CHF 0.64 CHF 290'000 290'000 288'749 288'749 186'018 CHF 188'905 CHF 95.58% 95.58%
03.07.2024 1.49% 0.65 CHF 0.66 CHF 290'000 290'000 290'604 290'604 193'466 CHF 196'372 CHF 95.85% 95.85%
02.07.2024 1.46% 0.68 CHF 0.69 CHF 295'000 295'000 293'690 293'690 199'954 CHF 202'891 CHF 92.83% 92.83%

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