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 1.13% 0.91 CHF 0.92 CHF 50'000 50'000 50'000 50'000 43'874 CHF 44'374 CHF 99.39% 99.39%
12.07.2024 1.12% 0.89 CHF 0.90 CHF 50'000 50'000 50'000 50'000 44'455 CHF 44'955 CHF 99.09% 99.09%
11.07.2024 1.09% 0.95 CHF 0.96 CHF 50'000 50'000 50'000 50'000 45'682 CHF 46'182 CHF 85.68% 85.68%
10.07.2024 1.20% 0.97 CHF 0.98 CHF 50'000 50'000 50'000 50'000 41'567 CHF 42'067 CHF 95.49% 95.49%
09.07.2024 1.28% 0.73 CHF 0.74 CHF 50'000 50'000 50'000 50'000 39'052 CHF 39'552 CHF 99.06% 99.06%
08.07.2024 1.03% 0.94 CHF 0.95 CHF 50'000 50'000 50'000 50'000 48'452 CHF 48'952 CHF 99.24% 99.24%
05.07.2024 0.94% 1.12 CHF 1.13 CHF 50'000 50'000 50'000 50'000 52'885 CHF 53'385 CHF 96.23% 96.23%
04.07.2024 2.12% 0.45 CHF 0.46 CHF 50'000 50'000 50'000 50'000 23'377 CHF 23'877 CHF 99.39% 99.39%
03.07.2024 2.50% 0.39 CHF 0.40 CHF 50'000 50'000 50'000 50'000 19'810 CHF 20'310 CHF 98.64% 98.64%
02.07.2024 3.42% 0.35 CHF 0.36 CHF 50'000 50'000 50'000 50'000 14'504 CHF 15'004 CHF 99.06% 99.06%

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