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 1.48% 0.67 CHF 0.68 CHF 600'000 50'000 600'000 50'000 402'766 CHF 34'064 CHF 99.17% 99.17%
12.07.2024 1.45% 0.66 CHF 0.67 CHF 600'000 50'000 600'000 50'000 410'459 CHF 34'705 CHF 99.17% 99.17%
11.07.2024 1.48% 0.65 CHF 0.66 CHF 600'000 50'000 600'000 50'000 401'919 CHF 33'993 CHF 99.17% 99.17%
10.07.2024 1.54% 0.66 CHF 0.67 CHF 600'000 50'000 600'000 50'000 385'441 CHF 32'620 CHF 99.16% 99.16%
09.07.2024 1.74% 0.55 CHF 0.56 CHF 600'000 50'000 600'000 50'000 342'806 CHF 29'067 CHF 99.17% 99.17%
08.07.2024 1.83% 0.53 CHF 0.54 CHF 600'000 50'000 600'000 50'000 325'235 CHF 27'603 CHF 99.15% 99.15%
05.07.2024 1.85% 0.52 CHF 0.53 CHF 600'000 50'000 600'000 50'000 321'031 CHF 27'253 CHF 99.16% 99.16%
04.07.2024 1.90% 0.53 CHF 0.54 CHF 600'000 50'000 600'000 50'000 313'663 CHF 26'639 CHF 99.16% 99.16%
03.07.2024 2.01% 0.50 CHF 0.51 CHF 600'000 50'000 600'000 50'000 296'088 CHF 25'174 CHF 99.17% 99.17%
02.07.2024 2.03% 0.47 CHF 0.48 CHF 600'000 50'000 600'000 50'000 292'248 CHF 24'854 CHF 99.16% 99.16%

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