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 1.08% 0.92 CHF 0.93 CHF 79'000 79'000 79'088 79'088 72'878 CHF 73'669 CHF 99.41% 99.41%
12.07.2024 1.15% 0.86 CHF 0.87 CHF 80'000 80'000 80'194 80'194 69'180 CHF 69'982 CHF 100.00% 100.00%
11.07.2024 1.19% 0.88 CHF 0.89 CHF 80'000 80'000 80'890 80'890 67'584 CHF 68'394 CHF 99.82% 99.82%
10.07.2024 1.28% 0.77 CHF 0.78 CHF 82'000 82'000 81'881 81'881 63'410 CHF 64'229 CHF 100.00% 100.00%
09.07.2024 1.25% 0.78 CHF 0.79 CHF 82'000 82'000 81'647 81'647 65'015 CHF 65'832 CHF 99.73% 99.73%
08.07.2024 1.24% 0.78 CHF 0.79 CHF 82'000 82'000 81'624 81'624 65'291 CHF 66'107 CHF 99.42% 99.42%
05.07.2024 1.15% 0.72 CHF 0.73 CHF 83'000 83'000 80'393 80'393 69'527 CHF 70'331 CHF 99.28% 99.28%
04.07.2024 1.07% 0.92 CHF 0.93 CHF 80'000 80'000 79'606 79'606 73'735 CHF 74'531 CHF 100.00% 100.00%
03.07.2024 1.24% 0.83 CHF 0.84 CHF 81'000 81'000 81'630 81'630 65'481 CHF 66'298 CHF 100.00% 100.00%
02.07.2024 1.63% 0.62 CHF 0.63 CHF 85'000 85'000 85'225 85'225 52'085 CHF 52'937 CHF 99.98% 99.98%

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