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 1.30% 0.76 CHF 0.77 CHF 450'000 150'000 450'000 150'000 344'876 CHF 116'459 CHF 95.49% 95.49%
12.07.2024 1.23% 0.80 CHF 0.81 CHF 450'000 150'000 450'000 150'000 364'417 CHF 122'972 CHF 99.38% 99.38%
11.07.2024 1.13% 0.86 CHF 0.87 CHF 450'000 150'000 450'000 150'000 396'053 CHF 133'518 CHF 98.35% 98.35%
10.07.2024 1.17% 0.85 CHF 0.86 CHF 450'000 150'000 450'000 150'000 382'156 CHF 128'886 CHF 96.14% 96.14%
09.07.2024 1.16% 0.88 CHF 0.89 CHF 450'000 150'000 450'000 150'000 385'055 CHF 129'852 CHF 97.00% 97.00%
08.07.2024 1.24% 0.83 CHF 0.84 CHF 450'000 150'000 450'000 150'000 360'191 CHF 121'564 CHF 93.55% 93.55%
05.07.2024 1.20% 0.79 CHF 0.80 CHF 450'000 150'000 450'000 150'000 373'788 CHF 126'096 CHF 96.06% 96.06%
04.07.2024 1.18% 0.83 CHF 0.84 CHF 450'000 150'000 450'000 150'000 377'947 CHF 127'482 CHF 99.58% 99.58%
03.07.2024 1.21% 0.87 CHF 0.88 CHF 450'000 150'000 450'000 150'000 370'426 CHF 124'975 CHF 98.93% 98.93%
02.07.2024 1.29% 0.84 CHF 0.85 CHF 450'000 150'000 450'000 150'000 347'854 CHF 117'451 CHF 99.51% 99.51%

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