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 5.48% 0.21 CHF 0.22 CHF 240'000 75'000 204'320 75'000 50'733 CHF 19'838 CHF 95.53% 95.53%
12.07.2024 5.05% 0.28 CHF 0.29 CHF 180'000 75'000 200'808 75'000 50'544 CHF 19'884 CHF 91.67% 91.67%
11.07.2024 5.51% 0.24 CHF 0.25 CHF 210'000 75'000 219'316 75'000 50'474 CHF 18'278 CHF 95.84% 95.84%
10.07.2024 6.65% 0.21 CHF 0.22 CHF 240'000 75'000 267'972 75'000 50'628 CHF 15'216 CHF 99.58% 99.58%
09.07.2024 5.68% 0.19 CHF 0.20 CHF 270'000 75'000 244'121 75'000 50'443 CHF 16'449 CHF 94.75% 94.75%
08.07.2024 6.21% 0.20 CHF 0.21 CHF 250'000 75'000 242'402 75'000 50'277 CHF 16'568 CHF 97.32% 97.32%
05.07.2024 5.50% 0.21 CHF 0.22 CHF 240'000 75'000 220'197 75'000 50'496 CHF 18'210 CHF 98.55% 98.55%
04.07.2024 5.87% 0.23 CHF 0.24 CHF 220'000 100'000 243'191 100'000 50'612 CHF 22'245 CHF 99.99% 99.99%
03.07.2024 6.07% 0.18 CHF 0.20 CHF 280'000 100'000 260'383 100'000 50'560 CHF 20'658 CHF 98.59% 98.59%
02.07.2024 7.57% 0.17 CHF 0.18 CHF 300'000 100'000 314'066 100'000 51'108 CHF 17'581 CHF 100.00% 100.00%

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