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 3.27% 0.31 CHF 0.32 CHF 600'000 200'000 600'000 200'000 180'738 CHF 62'246 CHF 99.27% 99.27%
12.07.2024 3.12% 0.33 CHF 0.34 CHF 600'000 200'000 600'000 200'000 190'125 CHF 65'375 CHF 99.27% 99.27%
11.07.2024 3.23% 0.34 CHF 0.35 CHF 600'000 200'000 600'000 200'000 183'095 CHF 63'032 CHF 99.27% 99.27%
10.07.2024 3.63% 0.29 CHF 0.30 CHF 600'000 200'000 600'000 200'000 162'463 CHF 56'154 CHF 99.27% 99.27%
09.07.2024 3.47% 0.29 CHF 0.30 CHF 600'000 200'000 600'000 200'000 170'121 CHF 58'707 CHF 99.27% 99.27%
08.07.2024 3.80% 0.26 CHF 0.27 CHF 600'000 200'000 600'000 200'000 155'032 CHF 53'677 CHF 99.24% 99.24%
05.07.2024 4.08% 0.24 CHF 0.25 CHF 600'000 200'000 600'000 200'000 144'125 CHF 50'042 CHF 99.27% 99.27%
04.07.2024 3.42% 0.27 CHF 0.28 CHF 600'000 200'000 600'000 200'000 172'641 CHF 59'547 CHF 99.27% 99.27%
03.07.2024 3.44% 0.28 CHF 0.29 CHF 600'000 200'000 600'000 200'000 171'375 CHF 59'125 CHF 99.27% 99.27%
02.07.2024 3.57% 0.27 CHF 0.28 CHF 600'000 200'000 600'000 200'000 165'323 CHF 57'108 CHF 99.27% 99.27%

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