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 2.30% 0.62 CHF 0.63 CHF 90'000 75'000 94'739 75'000 52'670 CHF 42'780 CHF 98.73% 98.73%
12.07.2024 2.33% 0.52 CHF 0.53 CHF 100'000 75'000 93'221 75'000 52'013 CHF 42'892 CHF 99.38% 99.38%
11.07.2024 2.11% 0.58 CHF 0.59 CHF 90'000 75'000 88'774 75'000 53'119 CHF 45'867 CHF 98.43% 98.43%
10.07.2024 1.84% 0.65 CHF 0.66 CHF 80'000 75'000 79'405 75'000 54'302 CHF 52'263 CHF 100.00% 100.00%
09.07.2024 1.88% 0.69 CHF 0.70 CHF 80'000 75'000 81'127 75'000 52'771 CHF 49'744 CHF 99.28% 99.28%
08.07.2024 1.97% 0.66 CHF 0.67 CHF 80'000 75'000 80'394 75'000 52'309 CHF 49'779 CHF 99.62% 99.62%
05.07.2024 2.04% 0.66 CHF 0.67 CHF 80'000 75'000 87'134 75'000 54'037 CHF 47'531 CHF 99.62% 99.62%
04.07.2024 1.87% 0.62 CHF 0.63 CHF 100'000 100'000 100'000 100'000 65'942 CHF 67'180 CHF 100.00% 100.00%
03.07.2024 1.67% 0.71 CHF 0.72 CHF 100'000 100'000 100'000 100'000 69'133 CHF 70'298 CHF 99.73% 99.73%
02.07.2024 1.64% 0.75 CHF 0.76 CHF 100'000 100'000 100'000 100'000 77'824 CHF 79'107 CHF 99.98% 99.98%

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