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 1.44% 0.70 CHF 0.71 CHF 90'000 90'000 90'000 90'000 61'855 CHF 62'755 CHF 99.50% 99.56%
12.07.2024 1.42% 0.72 CHF 0.73 CHF 100'000 100'000 100'000 100'000 69'728 CHF 70'728 CHF 99.54% 99.54%
11.07.2024 1.56% 0.68 CHF 0.69 CHF 100'000 100'000 100'000 100'000 63'826 CHF 64'826 CHF 99.49% 99.49%
10.07.2024 1.61% 0.67 CHF 0.68 CHF 100'000 100'000 100'000 100'000 61'747 CHF 62'747 CHF 99.49% 99.54%
09.07.2024 1.65% 0.58 CHF 0.59 CHF 80'000 80'000 80'000 80'000 47'970 CHF 48'770 CHF 99.49% 99.49%
08.07.2024 1.18% 0.83 CHF 0.84 CHF 80'000 80'000 80'000 80'000 67'407 CHF 68'207 CHF 99.61% 99.61%
05.07.2024 1.13% 0.83 CHF 0.84 CHF 80'000 80'000 80'000 80'000 70'776 CHF 71'576 CHF 99.55% 99.55%
04.07.2024 1.14% 0.88 CHF 0.89 CHF 80'000 80'000 80'000 80'000 69'927 CHF 70'727 CHF 99.53% 99.53%
03.07.2024 1.21% 0.84 CHF 0.85 CHF 90'000 90'000 90'000 90'000 74'225 CHF 75'125 CHF 99.43% 99.48%
02.07.2024 1.35% 0.75 CHF 0.76 CHF 90'000 90'000 90'000 90'000 66'313 CHF 67'213 CHF 99.58% 99.58%

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