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 1.90% 0.52 CHF 0.53 CHF 600'000 50'000 600'000 50'000 312'499 CHF 26'542 CHF 99.17% 99.17%
12.07.2024 1.86% 0.51 CHF 0.52 CHF 600'000 50'000 600'000 50'000 320'459 CHF 27'205 CHF 99.17% 99.17%
11.07.2024 1.91% 0.50 CHF 0.51 CHF 600'000 50'000 600'000 50'000 311'919 CHF 26'493 CHF 99.17% 99.17%
10.07.2024 2.01% 0.51 CHF 0.52 CHF 600'000 50'000 600'000 50'000 295'430 CHF 25'119 CHF 99.17% 99.17%
09.07.2024 2.35% 0.40 CHF 0.41 CHF 600'000 50'000 600'000 50'000 252'573 CHF 21'548 CHF 99.17% 99.17%
08.07.2024 2.52% 0.38 CHF 0.39 CHF 600'000 50'000 600'000 50'000 235'051 CHF 20'088 CHF 99.15% 99.15%
05.07.2024 2.57% 0.37 CHF 0.38 CHF 600'000 50'000 600'000 50'000 230'822 CHF 19'735 CHF 99.16% 99.16%
04.07.2024 2.65% 0.38 CHF 0.39 CHF 600'000 50'000 600'000 50'000 223'206 CHF 19'101 CHF 99.17% 99.17%
03.07.2024 2.88% 0.35 CHF 0.36 CHF 600'000 50'000 600'000 50'000 205'654 CHF 17'638 CHF 99.17% 99.17%
02.07.2024 2.93% 0.32 CHF 0.33 CHF 600'000 50'000 600'000 50'000 202'039 CHF 17'337 CHF 99.15% 99.15%

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