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 1.28% 0.80 CHF 0.81 CHF 300'000 100'000 300'000 100'000 233'542 CHF 78'847 CHF 99.59% 99.59%
12.07.2024 1.22% 0.81 CHF 0.82 CHF 300'000 100'000 300'000 100'000 245'124 CHF 82'708 CHF 99.59% 99.59%
11.07.2024 1.16% 0.79 CHF 0.80 CHF 450'000 150'000 318'627 106'209 273'144 CHF 92'110 CHF 93.78% 93.78%
10.07.2024 1.21% 0.81 CHF 0.82 CHF 300'000 100'000 300'000 100'000 246'962 CHF 83'321 CHF 98.49% 98.49%
09.07.2024 1.23% 0.83 CHF 0.84 CHF 300'000 100'000 300'000 100'000 243'061 CHF 82'020 CHF 99.03% 99.03%
08.07.2024 1.22% 0.80 CHF 0.81 CHF 300'000 100'000 302'888 100'963 247'091 CHF 83'373 CHF 99.58% 99.58%
05.07.2024 1.40% 0.73 CHF 0.74 CHF 450'000 150'000 450'000 150'000 319'954 CHF 108'151 CHF 89.81% 89.81%
04.07.2024 1.37% 0.74 CHF 0.75 CHF 450'000 150'000 450'000 150'000 325'540 CHF 110'013 CHF 99.20% 99.20%
03.07.2024 1.43% 0.68 CHF 0.69 CHF 450'000 150'000 450'000 150'000 313'520 CHF 106'007 CHF 97.73% 97.73%
02.07.2024 1.49% 0.66 CHF 0.67 CHF 450'000 150'000 450'000 150'000 299'277 CHF 101'259 CHF 95.41% 95.41%

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