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 0.71% 1.32 CHF 1.33 CHF 40'000 20'000 40'000 20'000 55'861 CHF 28'130 CHF 97.09% 97.09%
12.07.2024 0.70% 1.37 CHF 1.38 CHF 40'000 10'000 40'000 10'000 56'991 CHF 14'348 CHF 99.01% 99.01%
11.07.2024 0.69% 1.51 CHF 1.52 CHF 40'000 20'000 40'000 20'000 57'625 CHF 29'012 CHF 99.08% 99.08%
10.07.2024 0.72% 1.35 CHF 1.36 CHF 40'000 20'000 40'000 20'000 55'167 CHF 27'784 CHF 100.00% 100.00%
09.07.2024 0.69% 1.39 CHF 1.40 CHF 40'000 20'000 40'000 20'000 57'513 CHF 28'957 CHF 100.00% 100.00%
08.07.2024 0.67% 1.41 CHF 1.42 CHF 40'000 10'000 40'000 10'000 59'369 CHF 14'942 CHF 99.97% 99.97%
05.07.2024 0.66% 1.51 CHF 1.52 CHF 40'000 20'000 40'000 20'000 60'418 CHF 30'409 CHF 98.75% 98.75%
04.07.2024 0.71% 1.41 CHF 1.42 CHF 40'000 20'000 40'000 20'000 55'800 CHF 28'100 CHF 100.00% 100.00%
03.07.2024 0.79% 1.27 CHF 1.28 CHF 40'000 20'000 41'103 20'000 52'030 CHF 25'532 CHF 82.74% 82.74%
02.07.2024 0.88% 1.21 CHF 1.22 CHF 50'000 20'000 50'000 20'000 56'637 CHF 22'855 CHF 99.85% 99.85%

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