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 1.19% 16.88 CHF 17.08 CHF 10'000 5'000 10'000 5'000 168'493 CHF 85'255 CHF 98.73% 98.73%
12.07.2024 1.21% 16.49 CHF 16.69 CHF 10'000 5'000 10'000 5'000 159'380 CHF 80'658 CHF 99.38% 99.38%
11.07.2024 1.18% 15.64 CHF 15.83 CHF 10'000 5'000 10'000 5'000 152'122 CHF 76'966 CHF 94.93% 94.93%
10.07.2024 1.26% 14.42 CHF 14.60 CHF 10'000 7'500 10'000 7'500 141'605 CHF 107'547 CHF 99.52% 99.52%
09.07.2024 1.36% 14.37 CHF 14.58 CHF 2'500 2'500 3'034 2'678 45'337 CHF 40'619 CHF 99.84% 99.84%
08.07.2024 0.69% 14.98 CHF 15.08 CHF 10'000 7'500 10'000 7'500 148'943 CHF 112'481 CHF 99.12% 99.12%
05.07.2024 0.75% 13.82 CHF 13.93 CHF 10'000 5'000 10'000 5'000 143'351 CHF 72'215 CHF 99.60% 99.60%
04.07.2024 0.71% 14.23 CHF 14.33 CHF 10'000 7'500 10'000 7'500 140'813 CHF 106'360 CHF 98.25% 98.25%
03.07.2024 0.70% 13.38 CHF 13.48 CHF 10'000 7'500 10'000 7'500 130'852 CHF 98'828 CHF 99.31% 99.31%
02.07.2024 0.83% 12.52 CHF 12.62 CHF 10'000 7'500 10'000 7'500 121'125 CHF 91'604 CHF 93.41% 93.41%

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