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 1.30% 2.19 CHF 2.20 CHF 78'800 78'800 25'304 25'304 54'948 CHF 55'363 CHF 98.87% 98.87%
12.07.2024 1.33% 2.17 CHF 2.18 CHF 80'000 80'000 25'508 25'508 55'324 CHF 55'746 CHF 100.00% 100.00%
11.07.2024 1.17% 2.38 CHF 2.39 CHF 68'800 68'800 21'596 21'596 52'666 CHF 53'021 CHF 99.97% 99.97%
10.07.2024 1.11% 2.44 CHF 2.45 CHF 66'500 66'500 21'254 21'254 53'891 CHF 54'243 CHF 99.90% 99.90%
09.07.2024 1.11% 2.72 CHF 2.73 CHF 65'500 65'500 21'176 21'176 56'185 CHF 56'538 CHF 99.98% 99.98%
08.07.2024 1.12% 2.52 CHF 2.53 CHF 66'200 66'200 21'218 21'218 54'199 CHF 54'550 CHF 99.98% 99.98%
05.07.2024 1.10% 2.58 CHF 2.59 CHF 65'900 65'900 20'963 20'963 53'810 CHF 54'157 CHF 99.70% 99.70%
04.07.2024 1.18% 2.52 CHF 2.54 CHF 13'200 13'200 9'650 9'650 24'687 CHF 24'950 CHF 94.01% 94.01%
03.07.2024 1.05% 2.63 CHF 2.64 CHF 62'300 62'300 20'007 20'007 53'677 CHF 54'008 CHF 99.52% 99.52%
02.07.2024 1.15% 2.64 CHF 2.65 CHF 65'600 65'600 21'166 21'166 54'537 CHF 54'887 CHF 100.00% 100.00%

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