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 0.57% 1.76 CHF 1.77 CHF 50'000 50'000 34'575 30'719 60'256 CHF 53'848 CHF 94.62% 94.62%
12.07.2024 0.61% 1.70 CHF 1.71 CHF 50'000 50'000 42'208 30'521 69'340 CHF 50'581 CHF 98.03% 98.03%
11.07.2024 0.59% 1.61 CHF 1.62 CHF 50'000 50'000 34'360 30'450 58'084 CHF 51'704 CHF 99.21% 99.21%
10.07.2024 0.60% 1.68 CHF 1.69 CHF 50'000 50'000 42'263 30'657 70'215 CHF 51'335 CHF 95.66% 95.66%
09.07.2024 0.61% 1.63 CHF 1.64 CHF 50'000 50'000 42'172 30'429 68'701 CHF 49'883 CHF 99.65% 99.65%
08.07.2024 0.62% 1.60 CHF 1.61 CHF 50'000 50'000 42'170 30'426 67'675 CHF 49'009 CHF 99.64% 99.64%
05.07.2024 0.65% 1.57 CHF 1.58 CHF 50'000 50'000 42'273 30'683 64'714 CHF 47'425 CHF 95.24% 95.24%
04.07.2024 0.66% 1.52 CHF 1.53 CHF 40'000 25'000 40'000 25'000 60'461 CHF 38'038 CHF 94.10% 94.10%
03.07.2024 0.67% 1.50 CHF 1.51 CHF 50'000 50'000 42'172 30'431 62'981 CHF 45'776 CHF 99.66% 99.66%
02.07.2024 0.69% 1.50 CHF 1.51 CHF 50'000 50'000 42'172 30'430 60'657 CHF 44'213 CHF 99.66% 99.66%

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