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 5.59% 0.24 CHF 0.25 CHF 210'000 100'000 193'182 100'000 50'866 CHF 27'946 CHF 89.97% 89.97%
12.07.2024 5.82% 0.25 CHF 0.26 CHF 200'000 100'000 200'924 100'000 50'239 CHF 26'509 CHF 87.00% 87.00%
11.07.2024 5.62% 0.25 CHF 0.27 CHF 200'000 100'000 190'972 100'000 51'057 CHF 28'348 CHF 91.64% 91.64%
10.07.2024 6.17% 0.24 CHF 0.25 CHF 210'000 100'000 221'085 100'000 50'573 CHF 24'348 CHF 99.39% 99.39%
09.07.2024 9.37% 0.22 CHF 0.23 CHF 230'000 100'000 84'263 59'456 18'453 CHF 14'238 CHF 97.90% 97.90%
08.07.2024 6.70% 0.21 CHF 0.23 CHF 240'000 100'000 241'122 100'000 50'417 CHF 22'388 CHF 99.80% 99.80%
05.07.2024 6.94% 0.19 CHF 0.20 CHF 270'000 100'000 258'236 100'000 50'599 CHF 21'063 CHF 99.53% 99.53%
04.07.2024 6.03% 0.22 CHF 0.24 CHF 230'000 100'000 229'246 100'000 50'567 CHF 23'447 CHF 99.58% 99.58%
03.07.2024 6.50% 0.20 CHF 0.22 CHF 250'000 100'000 245'127 100'000 50'401 CHF 21'981 CHF 99.50% 99.50%
02.07.2024 5.74% 0.23 CHF 0.25 CHF 220'000 100'000 218'694 100'000 50'424 CHF 24'494 CHF 98.29% 98.29%

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