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 1.34% 0.76 CHF 0.77 CHF 280'000 280'000 279'133 279'133 207'018 CHF 209'809 CHF 92.98% 92.98%
12.07.2024 1.28% 0.70 CHF 0.71 CHF 280'000 280'000 282'896 282'896 219'861 CHF 222'690 CHF 87.83% 87.83%
11.07.2024 1.19% 0.81 CHF 0.82 CHF 290'000 290'000 289'658 289'658 242'859 CHF 245'758 CHF 86.83% 86.83%
10.07.2024 1.13% 0.85 CHF 0.86 CHF 290'000 290'000 292'685 292'685 257'945 CHF 260'872 CHF 90.81% 90.81%
09.07.2024 1.13% 0.92 CHF 0.93 CHF 300'000 300'000 292'734 292'734 257'715 CHF 260'642 CHF 88.73% 88.73%
08.07.2024 1.21% 0.83 CHF 0.84 CHF 290'000 290'000 288'796 288'796 237'128 CHF 240'016 CHF 99.32% 99.32%
05.07.2024 1.24% 0.83 CHF 0.84 CHF 290'000 290'000 284'906 284'906 227'718 CHF 230'567 CHF 100.00% 100.00%
04.07.2024 1.19% 0.83 CHF 0.84 CHF 290'000 290'000 288'800 288'800 242'003 CHF 244'891 CHF 99.65% 99.65%
03.07.2024 1.16% 0.84 CHF 0.85 CHF 290'000 290'000 290'661 290'661 250'068 CHF 252'975 CHF 100.00% 100.00%
02.07.2024 1.14% 0.88 CHF 0.89 CHF 295'000 295'000 293'784 293'784 256'898 CHF 259'836 CHF 100.00% 100.00%

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