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 1.39% 0.74 CHF 0.75 CHF 300'000 100'000 300'000 100'000 214'226 CHF 72'409 CHF 99.59% 99.59%
12.07.2024 1.31% 0.76 CHF 0.77 CHF 300'000 100'000 300'000 100'000 227'265 CHF 76'755 CHF 99.58% 99.58%
11.07.2024 1.23% 0.72 CHF 0.73 CHF 300'000 100'000 300'000 100'000 243'832 CHF 82'277 CHF 93.78% 93.78%
10.07.2024 1.29% 0.75 CHF 0.76 CHF 300'000 100'000 300'000 100'000 231'682 CHF 78'227 CHF 98.49% 98.49%
09.07.2024 1.32% 0.78 CHF 0.79 CHF 300'000 100'000 300'000 100'000 225'456 CHF 76'152 CHF 99.03% 99.03%
08.07.2024 1.30% 0.74 CHF 0.75 CHF 300'000 100'000 300'000 100'000 229'024 CHF 77'342 CHF 99.58% 99.58%
05.07.2024 1.56% 0.67 CHF 0.68 CHF 300'000 100'000 300'000 100'000 190'363 CHF 64'454 CHF 88.85% 88.85%
04.07.2024 1.53% 0.67 CHF 0.68 CHF 300'000 100'000 300'000 100'000 195'127 CHF 66'042 CHF 99.20% 99.20%
03.07.2024 1.61% 0.60 CHF 0.61 CHF 300'000 100'000 300'000 100'000 185'267 CHF 62'756 CHF 97.73% 97.73%
02.07.2024 1.70% 0.58 CHF 0.59 CHF 300'000 100'000 300'000 100'000 174'504 CHF 59'168 CHF 95.41% 95.41%

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