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 1.89% 0.53 CHF 0.54 CHF 300'000 100'000 300'000 100'000 157'422 CHF 53'474 CHF 86.23% 86.23%
12.07.2024 1.68% 0.57 CHF 0.58 CHF 300'000 100'000 300'000 100'000 177'363 CHF 60'121 CHF 99.31% 99.31%
11.07.2024 1.43% 0.66 CHF 0.67 CHF 300'000 100'000 300'000 100'000 208'487 CHF 70'496 CHF 97.99% 97.99%
10.07.2024 1.55% 0.65 CHF 0.66 CHF 300'000 100'000 300'000 100'000 192'013 CHF 65'004 CHF 95.90% 95.90%
09.07.2024 1.52% 0.68 CHF 0.69 CHF 300'000 100'000 300'000 100'000 196'112 CHF 66'371 CHF 96.67% 96.67%
08.07.2024 1.73% 0.61 CHF 0.62 CHF 300'000 100'000 300'000 100'000 171'858 CHF 58'286 CHF 92.95% 92.95%
05.07.2024 1.61% 0.55 CHF 0.56 CHF 300'000 100'000 300'000 100'000 185'573 CHF 62'858 CHF 95.52% 95.52%
04.07.2024 1.56% 0.62 CHF 0.63 CHF 300'000 100'000 300'000 100'000 190'845 CHF 64'615 CHF 99.31% 99.31%
03.07.2024 1.66% 0.66 CHF 0.67 CHF 300'000 100'000 300'000 100'000 179'388 CHF 60'796 CHF 97.74% 97.74%
02.07.2024 1.95% 0.61 CHF 0.62 CHF 300'000 100'000 300'000 100'000 153'228 CHF 52'076 CHF 99.28% 99.28%

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