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 1.51% 0.80 CHF 0.81 CHF 100'000 100'000 60'713 60'713 48'303 CHF 49'013 CHF 99.33% 99.33%
12.07.2024 1.57% 0.83 CHF 0.84 CHF 100'000 100'000 60'681 60'681 50'821 CHF 51'594 CHF 99.64% 99.64%
11.07.2024 1.70% 0.87 CHF 0.88 CHF 100'000 100'000 61'421 61'421 52'433 CHF 53'275 CHF 93.19% 93.19%
10.07.2024 1.49% 0.87 CHF 0.88 CHF 100'000 100'000 63'295 63'295 54'522 CHF 55'295 CHF 80.03% 80.03%
09.07.2024 1.71% 0.84 CHF 0.85 CHF 100'000 100'000 60'682 60'682 49'135 CHF 49'936 CHF 99.63% 99.63%
08.07.2024 1.44% 0.78 CHF 0.79 CHF 100'000 100'000 60'683 60'683 46'283 CHF 46'943 CHF 99.62% 99.62%
05.07.2024 1.50% 0.76 CHF 0.77 CHF 100'000 100'000 60'875 60'875 46'954 CHF 47'646 CHF 98.32% 98.32%
04.07.2024 1.40% 0.77 CHF 0.78 CHF 100'000 100'000 62'120 62'120 48'312 CHF 48'983 CHF 88.23% 88.23%
03.07.2024 1.41% 0.78 CHF 0.79 CHF 100'000 100'000 60'733 60'733 47'722 CHF 48'390 CHF 99.63% 99.63%
02.07.2024 1.64% 0.83 CHF 0.84 CHF 100'000 100'000 60'674 60'674 51'940 CHF 52'759 CHF 99.63% 99.63%

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