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 5.32% 0.21 CHF 0.22 CHF 600'000 200'000 722'172 240'724 132'289 CHF 46'504 CHF 99.38% 99.38%
12.07.2024 5.23% 0.17 CHF 0.18 CHF 750'000 250'000 696'245 232'082 129'632 CHF 45'532 CHF 99.38% 99.38%
11.07.2024 4.38% 0.21 CHF 0.22 CHF 600'000 200'000 600'000 200'000 134'077 CHF 46'692 CHF 99.38% 99.38%
10.07.2024 4.09% 0.22 CHF 0.23 CHF 600'000 200'000 600'000 200'000 143'962 CHF 49'987 CHF 99.37% 99.37%
09.07.2024 4.25% 0.23 CHF 0.24 CHF 600'000 200'000 600'000 200'000 138'280 CHF 48'093 CHF 99.37% 99.37%
08.07.2024 4.28% 0.24 CHF 0.25 CHF 600'000 200'000 600'000 200'000 137'268 CHF 47'756 CHF 99.38% 99.38%
05.07.2024 4.47% 0.24 CHF 0.25 CHF 600'000 200'000 600'000 200'000 131'614 CHF 45'872 CHF 99.38% 99.38%
04.07.2024 3.98% 0.23 CHF 0.24 CHF 600'000 200'000 600'000 200'000 147'917 CHF 51'306 CHF 98.58% 98.58%
03.07.2024 3.91% 0.25 CHF 0.26 CHF 600'000 200'000 600'000 200'000 150'520 CHF 52'173 CHF 99.37% 99.37%
02.07.2024 3.40% 0.27 CHF 0.28 CHF 600'000 200'000 600'000 200'000 173'778 CHF 59'926 CHF 99.38% 99.38%

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