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 5.43% 1.61 CHF 1.66 CHF 40'000 30'000 39'943 11'245 63'781 CHF 18'956 CHF 98.88% 98.88%
12.07.2024 4.73% 1.69 CHF 1.74 CHF 30'000 20'000 30'000 8'186 53'543 CHF 14'944 CHF 82.61% 82.61%
11.07.2024 4.76% 1.80 CHF 1.85 CHF 30'000 20'000 30'005 7'488 54'815 CHF 14'182 CHF 99.10% 99.10%
10.07.2024 4.40% 1.92 CHF 1.97 CHF 30'000 20'000 30'000 7'474 59'160 CHF 15'095 CHF 99.52% 99.52%
09.07.2024 4.18% 2.14 CHF 2.19 CHF 30'000 20'000 30'000 7'472 62'692 CHF 16'289 CHF 99.59% 99.59%
08.07.2024 4.13% 2.17 CHF 2.22 CHF 30'000 20'000 30'000 7'472 63'473 CHF 16'421 CHF 99.58% 99.58%
05.07.2024 8.19% 1.93 CHF 2.03 CHF 30'000 20'000 30'000 8'785 59'523 CHF 18'545 CHF 72.26% 72.26%
04.07.2024 9.21% 2.04 CHF 2.24 CHF 30'000 4'000 30'000 4'000 62'171 CHF 9'090 CHF 94.75% 94.75%
03.07.2024 7.22% 2.12 CHF 2.22 CHF 30'000 10'000 30'000 3'717 70'904 CHF 9'038 CHF 99.28% 99.28%
02.07.2024 6.73% 2.66 CHF 2.76 CHF 20'000 10'000 20'000 3'719 51'289 CHF 10'128 CHF 99.31% 99.31%

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