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 3.30% 1.80 CHF 1.83 CHF 30'000 20'000 30'000 11'878 55'054 CHF 22'387 CHF 99.33% 99.33%
12.07.2024 3.43% 1.68 CHF 1.71 CHF 30'000 25'000 38'449 13'204 62'301 CHF 22'271 CHF 99.62% 99.62%
11.07.2024 3.53% 1.48 CHF 1.51 CHF 40'000 20'000 40'000 12'280 63'249 CHF 19'879 CHF 93.11% 93.11%
10.07.2024 3.88% 1.49 CHF 1.52 CHF 40'000 20'000 37'821 12'332 58'324 CHF 19'617 CHF 80.03% 80.03%
09.07.2024 3.48% 1.69 CHF 1.72 CHF 30'000 20'000 30'000 11'863 54'839 CHF 22'223 CHF 99.49% 99.49%
08.07.2024 3.46% 2.02 CHF 2.06 CHF 30'000 20'000 30'000 10'171 64'030 CHF 22'312 CHF 99.61% 99.61%
05.07.2024 3.37% 2.16 CHF 2.20 CHF 30'000 20'000 30'000 10'219 63'005 CHF 22'107 CHF 98.31% 98.31%
04.07.2024 3.38% 2.12 CHF 2.16 CHF 30'000 20'000 30'000 10'530 62'416 CHF 22'629 CHF 88.23% 88.23%
03.07.2024 3.43% 2.09 CHF 2.13 CHF 30'000 20'000 30'000 11'886 61'203 CHF 25'114 CHF 99.63% 99.63%
02.07.2024 3.60% 1.83 CHF 1.86 CHF 30'000 20'000 36'917 11'840 61'913 CHF 20'811 CHF 99.18% 99.18%

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