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 3.17% 0.34 CHF 0.35 CHF 600'000 200'000 600'000 200'000 186'493 CHF 64'164 CHF 95.29% 95.29%
12.07.2024 3.31% 0.28 CHF 0.29 CHF 600'000 200'000 600'000 200'000 178'652 CHF 61'551 CHF 99.27% 99.27%
11.07.2024 3.66% 0.29 CHF 0.30 CHF 600'000 200'000 600'000 200'000 161'041 CHF 55'680 CHF 98.78% 98.78%
10.07.2024 4.09% 0.25 CHF 0.26 CHF 600'000 200'000 600'000 200'000 143'695 CHF 49'898 CHF 99.23% 99.23%
09.07.2024 3.76% 0.27 CHF 0.28 CHF 600'000 200'000 600'000 200'000 156'881 CHF 54'294 CHF 99.24% 99.24%
08.07.2024 3.48% 0.28 CHF 0.29 CHF 600'000 200'000 600'000 200'000 169'543 CHF 58'515 CHF 99.23% 99.23%
05.07.2024 2.99% 0.30 CHF 0.31 CHF 600'000 200'000 600'000 200'000 198'179 CHF 68'060 CHF 99.13% 99.13%
04.07.2024 2.92% 0.34 CHF 0.35 CHF 600'000 200'000 600'000 200'000 202'819 CHF 69'606 CHF 99.23% 99.23%
03.07.2024 3.04% 0.33 CHF 0.34 CHF 600'000 200'000 600'000 200'000 194'514 CHF 66'838 CHF 99.23% 99.23%
02.07.2024 2.84% 0.33 CHF 0.34 CHF 600'000 200'000 600'000 200'000 208'065 CHF 71'355 CHF 99.24% 99.24%

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