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 1.12% 0.86 CHF 0.87 CHF 600'000 200'000 600'000 200'000 531'002 CHF 179'001 CHF 95.29% 95.29%
12.07.2024 1.10% 0.91 CHF 0.92 CHF 600'000 200'000 600'000 200'000 540'323 CHF 182'108 CHF 99.27% 99.27%
11.07.2024 1.06% 0.91 CHF 0.92 CHF 600'000 200'000 600'000 200'000 561'580 CHF 189'193 CHF 98.78% 98.78%
10.07.2024 1.03% 0.95 CHF 0.96 CHF 600'000 200'000 600'000 200'000 576'778 CHF 194'259 CHF 99.24% 99.24%
09.07.2024 1.06% 0.94 CHF 0.95 CHF 600'000 200'000 600'000 200'000 565'149 CHF 190'383 CHF 99.24% 99.24%
08.07.2024 1.08% 0.93 CHF 0.94 CHF 600'000 200'000 600'000 200'000 550'572 CHF 185'524 CHF 99.24% 99.24%
05.07.2024 1.14% 0.90 CHF 0.91 CHF 600'000 200'000 600'000 200'000 524'413 CHF 176'804 CHF 99.13% 99.13%
04.07.2024 1.14% 0.86 CHF 0.87 CHF 600'000 200'000 600'000 200'000 521'912 CHF 175'971 CHF 99.23% 99.23%
03.07.2024 1.12% 0.88 CHF 0.89 CHF 600'000 200'000 600'000 200'000 531'232 CHF 179'077 CHF 99.23% 99.23%
02.07.2024 1.15% 0.89 CHF 0.90 CHF 600'000 200'000 600'000 200'000 519'607 CHF 175'202 CHF 99.23% 99.23%

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