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 1.92% 0.53 CHF 0.54 CHF 300'000 100'000 300'000 100'000 154'695 CHF 52'565 CHF 99.57% 99.57%
12.07.2024 1.79% 0.55 CHF 0.56 CHF 300'000 100'000 300'000 100'000 166'372 CHF 56'457 CHF 99.58% 99.58%
11.07.2024 1.65% 0.53 CHF 0.54 CHF 300'000 100'000 300'000 100'000 180'993 CHF 61'331 CHF 92.67% 92.67%
10.07.2024 1.75% 0.55 CHF 0.56 CHF 300'000 100'000 300'000 100'000 169'646 CHF 57'549 CHF 98.49% 98.49%
09.07.2024 1.81% 0.57 CHF 0.58 CHF 300'000 100'000 300'000 100'000 164'086 CHF 55'695 CHF 99.03% 99.03%
08.07.2024 1.78% 0.54 CHF 0.55 CHF 300'000 100'000 300'000 100'000 167'045 CHF 56'682 CHF 99.58% 99.58%
05.07.2024 2.24% 0.47 CHF 0.48 CHF 300'000 100'000 314'719 104'906 139'115 CHF 47'421 CHF 89.81% 89.81%
04.07.2024 2.17% 0.47 CHF 0.48 CHF 300'000 100'000 300'000 100'000 136'702 CHF 46'567 CHF 99.20% 99.20%
03.07.2024 2.31% 0.42 CHF 0.43 CHF 450'000 150'000 400'764 133'588 171'110 CHF 58'373 CHF 97.72% 97.72%
02.07.2024 2.46% 0.40 CHF 0.41 CHF 450'000 150'000 450'000 150'000 180'805 CHF 61'768 CHF 95.41% 95.41%

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