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 1.70% 0.55 CHF 0.56 CHF 450'000 150'000 450'000 150'000 262'436 CHF 88'979 CHF 99.17% 99.17%
12.07.2024 1.69% 0.60 CHF 0.61 CHF 450'000 150'000 450'000 150'000 264'413 CHF 89'638 CHF 99.16% 99.16%
11.07.2024 1.66% 0.60 CHF 0.61 CHF 450'000 150'000 450'000 150'000 268'637 CHF 91'046 CHF 99.17% 99.17%
10.07.2024 1.83% 0.56 CHF 0.57 CHF 450'000 150'000 450'000 150'000 244'635 CHF 83'045 CHF 99.16% 99.16%
09.07.2024 1.72% 0.56 CHF 0.57 CHF 450'000 150'000 450'000 150'000 259'955 CHF 88'152 CHF 99.17% 99.17%
08.07.2024 1.62% 0.58 CHF 0.59 CHF 450'000 150'000 450'000 150'000 275'440 CHF 93'313 CHF 99.15% 99.15%
05.07.2024 1.59% 0.63 CHF 0.64 CHF 450'000 150'000 450'000 150'000 280'327 CHF 94'942 CHF 99.15% 99.15%
04.07.2024 1.56% 0.63 CHF 0.64 CHF 450'000 150'000 450'000 150'000 285'365 CHF 96'622 CHF 99.17% 99.17%
03.07.2024 1.56% 0.65 CHF 0.66 CHF 450'000 150'000 450'000 150'000 286'802 CHF 97'101 CHF 99.15% 99.15%
02.07.2024 1.80% 0.57 CHF 0.58 CHF 450'000 150'000 450'000 150'000 247'874 CHF 84'125 CHF 99.16% 99.16%

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