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 0.17% 5.82 CHF 5.83 CHF 50'000 50'000 25'707 25'707 151'770 CHF 152'027 CHF 94.60% 94.60%
12.07.2024 0.82% 6.21 CHF 6.22 CHF 50'000 50'000 16'049 16'049 102'202 CHF 102'442 CHF 98.13% 98.13%
11.07.2024 0.17% 5.84 CHF 5.85 CHF 50'000 50'000 29'008 29'008 168'591 CHF 168'881 CHF 95.20% 95.20%
10.07.2024 0.17% 5.88 CHF 5.89 CHF 50'000 50'000 29'051 29'051 170'325 CHF 170'616 CHF 97.29% 97.29%
09.07.2024 0.16% 5.97 CHF 5.98 CHF 50'000 50'000 28'739 28'739 175'546 CHF 175'833 CHF 99.50% 99.50%
08.07.2024 0.16% 6.04 CHF 6.05 CHF 50'000 50'000 28'827 28'827 178'820 CHF 179'108 CHF 97.85% 97.85%
05.07.2024 0.32% 6.22 CHF 6.23 CHF 50'000 50'000 27'756 27'756 172'733 CHF 173'021 CHF 94.12% 94.12%
04.07.2024 1.21% 6.29 CHF 6.37 CHF 5'000 5'000 4'091 4'091 25'945 CHF 26'195 CHF 95.02% 95.02%
03.07.2024 0.15% 6.39 CHF 6.40 CHF 50'000 50'000 28'796 28'796 188'303 CHF 188'591 CHF 99.68% 99.68%
02.07.2024 0.30% 6.80 CHF 6.88 CHF 5'000 5'000 23'422 23'422 169'960 CHF 170'238 CHF 98.28% 98.28%

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