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 3.01% 0.32 CHF 0.33 CHF 160'000 100'000 158'858 100'000 51'994 CHF 33'741 CHF 99.77% 99.77%
12.07.2024 2.84% 0.33 CHF 0.34 CHF 160'000 100'000 149'261 99'965 51'850 CHF 35'749 CHF 98.93% 98.93%
11.07.2024 2.82% 0.36 CHF 0.37 CHF 140'000 100'000 137'118 99'070 51'205 CHF 38'081 CHF 97.78% 97.78%
10.07.2024 2.41% 0.41 CHF 0.42 CHF 130'000 100'000 129'605 100'000 53'090 CHF 41'966 CHF 99.99% 99.99%
09.07.2024 2.41% 0.42 CHF 0.43 CHF 120'000 100'000 128'678 100'000 52'854 CHF 42'084 CHF 100.00% 100.00%
08.07.2024 2.50% 0.40 CHF 0.41 CHF 130'000 100'000 130'000 100'000 51'258 CHF 40'429 CHF 100.00% 100.00%
05.07.2024 2.43% 0.41 CHF 0.42 CHF 130'000 100'000 129'516 99'967 52'857 CHF 41'802 CHF 97.69% 97.69%
04.07.2024 2.29% 0.42 CHF 0.43 CHF 120'000 100'000 120'000 100'000 51'762 CHF 44'135 CHF 99.17% 99.17%
03.07.2024 2.16% 0.43 CHF 0.44 CHF 120'000 100'000 112'814 100'000 51'782 CHF 46'962 CHF 99.40% 99.40%
02.07.2024 1.97% 0.49 CHF 0.50 CHF 110'000 100'000 102'036 100'000 51'308 CHF 51'313 CHF 99.98% 99.98%

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