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 3.00% 0.70 CHF 0.72 CHF 80'000 50'000 79'621 50'000 55'100 CHF 35'668 CHF 98.73% 98.73%
12.07.2024 3.23% 0.67 CHF 0.69 CHF 80'000 50'000 83'910 50'000 52'670 CHF 32'476 CHF 99.38% 99.38%
11.07.2024 3.46% 0.61 CHF 0.63 CHF 90'000 50'000 90'239 50'000 52'234 CHF 29'964 CHF 95.06% 95.06%
10.07.2024 3.82% 0.53 CHF 0.55 CHF 100'000 50'000 100'000 50'000 51'958 CHF 26'990 CHF 99.42% 99.42%
09.07.2024 5.07% 0.53 CHF 0.56 CHF 25'000 25'000 29'353 26'552 16'696 CHF 15'909 CHF 97.84% 97.84%
08.07.2024 2.08% 0.58 CHF 0.59 CHF 90'000 50'000 92'760 50'000 52'764 CHF 29'084 CHF 98.23% 98.23%
05.07.2024 2.16% 0.50 CHF 0.51 CHF 100'000 50'000 99'626 50'000 53'264 CHF 27'348 CHF 99.56% 99.56%
04.07.2024 2.29% 0.53 CHF 0.54 CHF 100'000 50'000 100'328 50'000 52'146 CHF 26'596 CHF 98.25% 98.25%
03.07.2024 2.61% 0.47 CHF 0.49 CHF 110'000 50'000 113'246 50'000 51'909 CHF 23'555 CHF 97.40% 97.40%
02.07.2024 2.82% 0.43 CHF 0.44 CHF 120'000 50'000 124'659 49'972 51'334 CHF 21'194 CHF 93.48% 93.48%

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