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 2.64% 0.37 CHF 0.38 CHF 100'000 100'000 99'064 97'893 37'487 CHF 38'029 CHF 99.58% 99.71%
12.07.2024 2.49% 0.38 CHF 0.39 CHF 100'000 100'000 99'332 99'132 39'685 CHF 40'598 CHF 98.48% 99.95%
11.07.2024 2.33% 0.41 CHF 0.42 CHF 100'000 100'000 99'321 98'727 42'457 CHF 43'202 CHF 98.35% 99.40%
10.07.2024 2.16% 0.46 CHF 0.47 CHF 100'000 100'000 99'075 98'062 45'749 CHF 46'264 CHF 99.61% 99.92%
09.07.2024 2.15% 0.48 CHF 0.49 CHF 100'000 100'000 99'072 98'475 46'032 CHF 46'741 CHF 99.13% 99.89%
08.07.2024 2.22% 0.45 CHF 0.46 CHF 100'000 100'000 99'077 97'967 44'571 CHF 45'059 CHF 99.73% 99.92%
05.07.2024 2.15% 0.47 CHF 0.48 CHF 100'000 100'000 99'325 98'295 46'001 CHF 46'508 CHF 99.37% 99.85%
04.07.2024 2.04% 0.48 CHF 0.49 CHF 100'000 100'000 99'075 98'020 48'508 CHF 48'972 CHF 99.65% 99.91%
03.07.2024 1.92% 0.48 CHF 0.49 CHF 100'000 100'000 98'949 98'404 51'710 CHF 52'414 CHF 87.53% 99.81%
02.07.2024 1.79% 0.55 CHF 0.56 CHF 100'000 100'000 99'075 98'429 55'566 CHF 56'193 CHF 99.13% 99.91%

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