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 1.63% 0.83 CHF 0.84 CHF 100'000 100'000 100'000 100'000 87'619 CHF 89'052 CHF 89.98% 89.98%
12.07.2024 1.69% 0.85 CHF 0.86 CHF 100'000 100'000 100'000 100'000 85'379 CHF 86'832 CHF 86.85% 86.85%
11.07.2024 1.59% 0.85 CHF 0.86 CHF 100'000 100'000 100'000 100'000 88'336 CHF 89'747 CHF 91.46% 91.46%
10.07.2024 1.72% 0.82 CHF 0.84 CHF 100'000 100'000 100'000 100'000 80'003 CHF 81'387 CHF 99.39% 99.39%
09.07.2024 2.88% 0.77 CHF 0.78 CHF 100'000 100'000 59'456 59'456 46'301 CHF 47'579 CHF 97.90% 97.90%
08.07.2024 1.88% 0.76 CHF 0.78 CHF 100'000 100'000 100'000 100'000 75'126 CHF 76'554 CHF 100.00% 100.00%
05.07.2024 1.93% 0.70 CHF 0.72 CHF 100'000 100'000 100'000 100'000 72'091 CHF 73'492 CHF 99.53% 99.53%
04.07.2024 1.86% 0.78 CHF 0.79 CHF 100'000 100'000 100'000 100'000 77'178 CHF 78'628 CHF 99.58% 99.58%
03.07.2024 1.91% 0.73 CHF 0.75 CHF 100'000 100'000 100'000 100'000 73'298 CHF 74'711 CHF 99.50% 99.50%
02.07.2024 1.83% 0.79 CHF 0.81 CHF 100'000 100'000 100'000 100'000 79'176 CHF 80'633 CHF 98.04% 98.04%

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