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 4.87% 0.26 CHF 0.27 CHF 200'000 100'000 187'724 100'000 51'461 CHF 28'835 CHF 89.98% 89.98%
12.07.2024 5.10% 0.27 CHF 0.28 CHF 190'000 100'000 192'144 100'000 51'450 CHF 28'186 CHF 87.00% 87.00%
11.07.2024 5.17% 0.27 CHF 0.28 CHF 190'000 100'000 184'927 100'000 51'344 CHF 29'271 CHF 91.65% 91.65%
10.07.2024 5.27% 0.26 CHF 0.27 CHF 200'000 100'000 200'482 100'000 50'391 CHF 26'500 CHF 99.39% 99.39%
09.07.2024 8.67% 0.24 CHF 0.26 CHF 210'000 100'000 79'808 59'457 19'333 CHF 15'634 CHF 97.89% 97.89%
08.07.2024 5.45% 0.24 CHF 0.25 CHF 210'000 100'000 213'433 100'000 50'457 CHF 24'981 CHF 100.00% 100.00%
05.07.2024 5.92% 0.22 CHF 0.23 CHF 230'000 100'000 224'012 100'000 50'556 CHF 23'976 CHF 99.53% 99.53%
04.07.2024 5.99% 0.24 CHF 0.26 CHF 210'000 100'000 207'485 100'000 50'286 CHF 25'747 CHF 99.58% 99.58%
03.07.2024 6.27% 0.23 CHF 0.25 CHF 220'000 100'000 220'730 100'000 50'564 CHF 24'413 CHF 99.50% 99.50%
02.07.2024 4.99% 0.25 CHF 0.26 CHF 200'000 100'000 203'466 100'000 50'729 CHF 26'229 CHF 97.02% 97.02%

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