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 1.10% 0.88 CHF 0.89 CHF 300'000 100'000 300'000 100'000 271'207 CHF 91'402 CHF 94.91% 94.91%
12.07.2024 1.11% 0.89 CHF 0.90 CHF 300'000 100'000 300'000 100'000 269'489 CHF 90'830 CHF 99.18% 99.18%
11.07.2024 1.11% 0.89 CHF 0.90 CHF 300'000 100'000 300'000 100'000 268'124 CHF 90'375 CHF 98.13% 98.13%
10.07.2024 1.17% 0.87 CHF 0.88 CHF 300'000 100'000 300'000 100'000 255'590 CHF 86'197 CHF 99.24% 99.24%
09.07.2024 1.21% 0.84 CHF 0.85 CHF 300'000 100'000 300'000 100'000 247'017 CHF 83'339 CHF 99.24% 99.24%
08.07.2024 1.18% 0.84 CHF 0.85 CHF 300'000 100'000 300'000 100'000 252'100 CHF 85'033 CHF 98.69% 98.69%
05.07.2024 1.20% 0.82 CHF 0.83 CHF 300'000 100'000 300'000 100'000 248'052 CHF 83'684 CHF 98.73% 98.73%
04.07.2024 1.19% 0.84 CHF 0.85 CHF 300'000 100'000 300'000 100'000 249'861 CHF 84'287 CHF 99.23% 99.23%
03.07.2024 1.19% 0.82 CHF 0.83 CHF 300'000 100'000 300'000 100'000 250'854 CHF 84'618 CHF 99.23% 99.23%
02.07.2024 1.18% 0.84 CHF 0.85 CHF 300'000 100'000 300'000 100'000 253'283 CHF 85'428 CHF 99.23% 99.23%

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