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 1.14% 0.87 CHF 0.88 CHF 600'000 50'000 600'000 50'000 522'742 CHF 44'062 CHF 99.17% 99.17%
12.07.2024 1.12% 0.86 CHF 0.87 CHF 600'000 50'000 600'000 50'000 530'459 CHF 44'705 CHF 99.17% 99.17%
11.07.2024 1.14% 0.85 CHF 0.86 CHF 600'000 50'000 600'000 50'000 521'919 CHF 43'993 CHF 99.17% 99.17%
10.07.2024 1.18% 0.86 CHF 0.87 CHF 600'000 50'000 600'000 50'000 505'441 CHF 42'620 CHF 99.17% 99.17%
09.07.2024 1.29% 0.75 CHF 0.76 CHF 600'000 50'000 600'000 50'000 462'806 CHF 39'067 CHF 99.17% 99.17%
08.07.2024 1.34% 0.73 CHF 0.74 CHF 600'000 50'000 600'000 50'000 445'235 CHF 37'603 CHF 99.16% 99.16%
05.07.2024 1.35% 0.72 CHF 0.73 CHF 600'000 50'000 600'000 50'000 441'031 CHF 37'253 CHF 99.16% 99.16%
04.07.2024 1.37% 0.73 CHF 0.74 CHF 600'000 50'000 600'000 50'000 433'663 CHF 36'639 CHF 99.16% 99.16%
03.07.2024 1.43% 0.70 CHF 0.71 CHF 600'000 50'000 600'000 50'000 416'088 CHF 35'174 CHF 99.17% 99.17%
02.07.2024 1.45% 0.67 CHF 0.68 CHF 600'000 50'000 600'000 50'000 412'248 CHF 34'854 CHF 99.15% 99.15%

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