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 1.87% 0.59 CHF 0.60 CHF 50'000 50'000 50'000 50'000 26'513 CHF 27'013 CHF 99.39% 99.39%
12.07.2024 1.80% 0.67 CHF 0.68 CHF 50'000 50'000 50'000 50'000 27'816 CHF 28'316 CHF 99.07% 99.07%
11.07.2024 1.57% 0.61 CHF 0.62 CHF 50'000 50'000 50'000 50'000 31'658 CHF 32'158 CHF 98.73% 98.73%
10.07.2024 1.32% 0.73 CHF 0.74 CHF 50'000 50'000 40'044 40'048 30'091 CHF 30'494 CHF 95.45% 95.45%
09.07.2024 1.25% 0.75 CHF 0.76 CHF 25'000 25'000 25'000 25'000 19'939 CHF 20'189 CHF 99.03% 99.03%
08.07.2024 1.12% 0.85 CHF 0.86 CHF 25'000 25'000 25'000 25'000 22'185 CHF 22'435 CHF 99.23% 99.23%
05.07.2024 1.18% 0.84 CHF 0.85 CHF 25'000 25'000 25'000 25'000 21'107 CHF 21'357 CHF 99.39% 99.39%
04.07.2024 1.31% 0.80 CHF 0.81 CHF 25'000 25'000 25'000 25'000 18'955 CHF 19'205 CHF 99.39% 99.39%
03.07.2024 1.43% 0.77 CHF 0.78 CHF 25'000 25'000 25'000 25'000 17'377 CHF 17'627 CHF 98.64% 98.64%
02.07.2024 1.85% 0.54 CHF 0.55 CHF 25'000 25'000 25'000 25'000 13'448 CHF 13'698 CHF 99.06% 99.06%

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