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 2.69% 3.24 CHF 3.29 CHF 20'000 10'000 20'000 7'772 65'841 CHF 26'216 CHF 99.31% 99.31%
12.07.2024 2.77% 3.07 CHF 3.11 CHF 20'000 20'000 20'000 9'907 59'587 CHF 30'473 CHF 99.63% 99.63%
11.07.2024 2.83% 2.77 CHF 2.81 CHF 20'000 20'000 20'000 10'071 58'366 CHF 29'772 CHF 93.15% 93.15%
10.07.2024 3.02% 2.79 CHF 2.84 CHF 20'000 10'000 20'000 7'837 57'530 CHF 23'064 CHF 80.02% 80.02%
09.07.2024 2.80% 3.07 CHF 3.12 CHF 20'000 10'000 20'000 7'769 65'455 CHF 26'055 CHF 99.54% 99.54%
08.07.2024 2.77% 3.53 CHF 3.59 CHF 20'000 10'000 20'000 6'068 73'892 CHF 22'962 CHF 99.61% 99.61%
05.07.2024 2.73% 3.73 CHF 3.78 CHF 20'000 10'000 20'000 6'088 72'908 CHF 22'755 CHF 98.31% 98.31%
04.07.2024 2.71% 3.68 CHF 3.73 CHF 20'000 10'000 20'000 6'212 72'381 CHF 23'081 CHF 88.23% 88.23%
03.07.2024 2.75% 3.63 CHF 3.69 CHF 20'000 10'000 20'000 7'776 71'268 CHF 28'486 CHF 99.63% 99.63%
02.07.2024 2.86% 3.25 CHF 3.30 CHF 20'000 10'000 20'000 7'768 60'967 CHF 24'427 CHF 99.54% 99.54%

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