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 4.45% 0.22 CHF 0.23 CHF 750'000 250'000 750'000 250'000 164'969 CHF 57'490 CHF 95.57% 95.57%
12.07.2024 3.86% 0.24 CHF 0.25 CHF 750'000 250'000 750'000 250'000 190'647 CHF 66'049 CHF 99.42% 99.42%
11.07.2024 3.24% 0.29 CHF 0.30 CHF 600'000 200'000 602'537 200'846 182'943 CHF 62'989 CHF 98.05% 98.05%
10.07.2024 3.51% 0.28 CHF 0.29 CHF 600'000 200'000 634'469 211'490 177'659 CHF 61'335 CHF 96.14% 96.14%
09.07.2024 3.45% 0.30 CHF 0.31 CHF 600'000 200'000 600'000 200'000 170'777 CHF 58'926 CHF 96.95% 96.95%
08.07.2024 3.98% 0.27 CHF 0.28 CHF 750'000 250'000 738'980 246'327 181'994 CHF 63'128 CHF 93.55% 93.55%
05.07.2024 3.63% 0.24 CHF 0.25 CHF 750'000 250'000 729'007 243'002 197'812 CHF 68'368 CHF 96.07% 96.07%
04.07.2024 3.52% 0.27 CHF 0.28 CHF 750'000 250'000 747'208 249'069 208'600 CHF 72'024 CHF 99.58% 99.58%
03.07.2024 3.79% 0.29 CHF 0.30 CHF 600'000 200'000 728'180 242'727 188'495 CHF 65'259 CHF 98.87% 98.87%
02.07.2024 4.30% 0.27 CHF 0.28 CHF 750'000 250'000 750'000 250'000 171'300 CHF 59'600 CHF 99.55% 99.55%

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