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 3.60% 2.68 CHF 2.73 CHF 50'000 50'000 34'073 18'714 84'231 CHF 48'738 CHF 99.32% 99.32%
12.07.2024 3.53% 2.51 CHF 2.56 CHF 50'000 50'000 33'102 18'687 82'103 CHF 47'791 CHF 99.65% 99.65%
11.07.2024 2.83% 2.65 CHF 2.70 CHF 30'000 30'000 22'178 11'227 67'827 CHF 34'212 CHF 99.18% 99.18%
10.07.2024 2.90% 3.08 CHF 3.13 CHF 30'000 30'000 22'174 11'217 67'394 CHF 35'179 CHF 99.59% 99.59%
09.07.2024 2.93% 3.08 CHF 3.13 CHF 30'000 30'000 22'160 11'183 67'084 CHF 35'102 CHF 99.49% 99.49%
08.07.2024 2.89% 3.01 CHF 3.06 CHF 30'000 30'000 22'169 11'205 66'955 CHF 34'124 CHF 99.61% 99.61%
05.07.2024 3.21% 3.11 CHF 3.16 CHF 30'000 30'000 22'201 11'282 61'884 CHF 33'375 CHF 98.33% 98.33%
04.07.2024 3.73% 2.67 CHF 2.77 CHF 20'000 6'000 20'000 6'000 52'687 CHF 16'406 CHF 99.16% 99.16%
03.07.2024 3.40% 2.62 CHF 2.67 CHF 50'000 50'000 26'531 18'690 67'885 CHF 48'996 CHF 99.65% 99.65%
02.07.2024 3.81% 2.43 CHF 2.48 CHF 50'000 50'000 34'329 18'659 79'091 CHF 44'601 CHF 99.55% 99.55%

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