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 3.27% 0.31 CHF 0.32 CHF 100'000 100'000 100'000 100'000 30'080 CHF 31'080 CHF 97.48% 97.48%
12.07.2024 3.27% 0.31 CHF 0.32 CHF 100'000 100'000 100'000 100'000 30'112 CHF 31'112 CHF 84.29% 84.29%
11.07.2024 3.48% 0.29 CHF 0.30 CHF 100'000 100'000 100'000 100'000 28'235 CHF 29'235 CHF 99.44% 99.44%
10.07.2024 3.84% 0.28 CHF 0.28 CHF 100'000 100'000 100'000 100'000 25'650 CHF 26'650 CHF 99.55% 99.55%
09.07.2024 3.63% 0.27 CHF 0.28 CHF 100'000 100'000 100'000 100'000 27'078 CHF 28'078 CHF 99.57% 99.57%
08.07.2024 3.51% 0.28 CHF 0.29 CHF 100'000 100'000 100'000 100'000 28'018 CHF 29'018 CHF 99.47% 99.47%
05.07.2024 3.31% 0.28 CHF 0.29 CHF 100'000 100'000 100'000 100'000 29'707 CHF 30'707 CHF 98.32% 98.32%
04.07.2024 3.36% 0.30 CHF 0.31 CHF 100'000 100'000 100'000 100'000 29'289 CHF 30'289 CHF 98.62% 98.62%
03.07.2024 3.51% 0.28 CHF 0.29 CHF 100'000 100'000 100'000 100'000 27'979 CHF 28'979 CHF 95.89% 95.89%
02.07.2024 3.97% 0.25 CHF 0.26 CHF 100'000 100'000 100'000 100'000 24'705 CHF 25'705 CHF 93.49% 93.49%

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