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 4.56% 0.21 CHF 0.22 CHF 240'000 100'000 235'387 100'000 50'487 CHF 22'461 CHF 99.76% 99.76%
12.07.2024 4.70% 0.22 CHF 0.23 CHF 230'000 100'000 241'134 99'965 50'270 CHF 21'870 CHF 98.93% 98.93%
11.07.2024 5.41% 0.23 CHF 0.24 CHF 220'000 100'000 257'606 99'067 49'965 CHF 20'547 CHF 97.59% 97.59%
10.07.2024 5.26% 0.17 CHF 0.18 CHF 300'000 100'000 275'218 100'000 50'930 CHF 19'552 CHF 99.99% 99.99%
09.07.2024 5.19% 0.19 CHF 0.20 CHF 270'000 100'000 271'684 100'000 51'033 CHF 19'794 CHF 100.00% 100.00%
08.07.2024 4.63% 0.20 CHF 0.21 CHF 250'000 100'000 239'065 100'000 50'397 CHF 22'093 CHF 100.00% 100.00%
05.07.2024 5.12% 0.19 CHF 0.20 CHF 270'000 100'000 267'235 99'972 50'990 CHF 20'091 CHF 98.85% 98.85%
04.07.2024 5.66% 0.18 CHF 0.19 CHF 280'000 100'000 295'734 100'000 50'748 CHF 18'214 CHF 99.14% 99.14%
03.07.2024 6.38% 0.17 CHF 0.18 CHF 300'000 100'000 334'945 100'000 50'826 CHF 16'269 CHF 99.42% 99.42%
02.07.2024 7.42% 0.13 CHF 0.14 CHF 390'000 100'000 390'552 100'000 50'659 CHF 13'980 CHF 99.96% 99.96%

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