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 2.76% 0.39 CHF 0.40 CHF 490'000 490'000 194'179 194'179 72'908 CHF 74'859 CHF 98.97% 98.97%
12.07.2024 2.49% 0.39 CHF 0.40 CHF 490'000 490'000 202'175 202'175 81'412 CHF 83'443 CHF 100.00% 100.00%
11.07.2024 2.53% 0.41 CHF 0.42 CHF 510'000 510'000 197'251 197'251 80'826 CHF 82'816 CHF 99.83% 99.83%
10.07.2024 2.48% 0.41 CHF 0.42 CHF 500'000 500'000 201'592 201'592 84'226 CHF 86'256 CHF 99.92% 99.92%
09.07.2024 2.57% 0.40 CHF 0.41 CHF 490'000 490'000 192'772 192'772 76'313 CHF 78'252 CHF 99.63% 99.63%
08.07.2024 2.35% 0.41 CHF 0.42 CHF 500'000 500'000 203'547 203'547 86'695 CHF 88'742 CHF 99.93% 99.93%
05.07.2024 2.23% 0.47 CHF 0.48 CHF 540'000 540'000 209'924 209'924 95'654 CHF 97'760 CHF 99.71% 99.71%
04.07.2024 2.16% 0.46 CHF 0.47 CHF 160'000 160'000 133'200 133'200 60'818 CHF 62'150 CHF 98.71% 98.71%
03.07.2024 2.17% 0.47 CHF 0.48 CHF 530'000 530'000 212'403 212'403 100'296 CHF 102'430 CHF 98.78% 98.78%
02.07.2024 2.03% 0.47 CHF 0.48 CHF 530'000 530'000 211'813 211'813 104'851 CHF 106'979 CHF 100.00% 100.00%

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