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 7.59% 0.20 CHF 0.22 CHF 154'913 50'000 154'253 50'000 32'953 CHF 11'525 CHF 98.71% 98.71%
12.07.2024 6.90% 0.23 CHF 0.25 CHF 152'632 50'000 153'539 50'000 34'237 CHF 11'946 CHF 99.38% 99.38%
11.07.2024 7.63% 0.22 CHF 0.23 CHF 153'937 50'000 156'418 50'000 30'413 CHF 10'499 CHF 99.16% 99.16%
10.07.2024 8.86% 0.19 CHF 0.21 CHF 157'258 50'000 157'441 50'000 29'053 CHF 10'081 CHF 100.00% 100.00%
09.07.2024 8.69% 0.16 CHF 0.18 CHF 159'407 50'000 157'284 50'000 29'219 CHF 10'136 CHF 100.00% 100.00%
08.07.2024 8.98% 0.20 CHF 0.22 CHF 155'628 50'000 155'307 50'000 31'507 CHF 11'097 CHF 100.00% 100.00%
05.07.2024 6.01% 0.21 CHF 0.22 CHF 155'704 50'000 154'995 50'000 33'641 CHF 11'526 CHF 99.62% 99.62%
04.07.2024 7.36% 0.21 CHF 0.22 CHF 156'068 50'000 156'059 50'000 32'529 CHF 11'220 CHF 100.00% 100.00%
03.07.2024 7.57% 0.20 CHF 0.22 CHF 156'794 50'000 158'093 50'000 30'082 CHF 10'266 CHF 99.73% 99.73%
02.07.2024 10.18% 0.16 CHF 0.18 CHF 160'559 50'000 160'090 50'000 27'177 CHF 9'399 CHF 99.94% 99.94%

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