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 1.31% 0.75 CHF 0.76 CHF 600'000 200'000 600'000 200'000 453'529 CHF 153'176 CHF 98.67% 98.67%
12.07.2024 1.38% 0.72 CHF 0.73 CHF 600'000 200'000 600'000 200'000 431'663 CHF 145'888 CHF 98.83% 98.83%
11.07.2024 1.33% 0.73 CHF 0.74 CHF 600'000 200'000 600'000 200'000 447'859 CHF 151'286 CHF 98.86% 98.86%
10.07.2024 1.34% 0.75 CHF 0.76 CHF 600'000 200'000 600'000 200'000 444'762 CHF 150'254 CHF 98.74% 98.74%
09.07.2024 1.34% 0.75 CHF 0.76 CHF 600'000 200'000 600'000 200'000 443'279 CHF 149'760 CHF 98.79% 98.79%
08.07.2024 1.39% 0.70 CHF 0.71 CHF 600'000 200'000 600'000 200'000 428'513 CHF 144'838 CHF 98.74% 98.74%
05.07.2024 1.54% 0.68 CHF 0.69 CHF 600'000 200'000 600'000 200'000 388'092 CHF 131'364 CHF 98.77% 98.77%
04.07.2024 1.53% 0.64 CHF 0.65 CHF 600'000 200'000 600'000 200'000 388'741 CHF 131'580 CHF 98.74% 98.74%
03.07.2024 1.58% 0.63 CHF 0.64 CHF 600'000 200'000 600'000 200'000 376'332 CHF 127'444 CHF 98.83% 98.83%
02.07.2024 1.37% 0.72 CHF 0.73 CHF 600'000 200'000 600'000 200'000 433'818 CHF 146'606 CHF 98.71% 98.71%

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