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 2.54% 0.87 CHF 0.89 CHF 25'000 25'000 26'928 26'377 23'297 CHF 23'389 CHF 98.73% 98.73%
12.07.2024 1.51% 0.85 CHF 0.86 CHF 60'000 50'000 68'329 50'000 56'003 CHF 41'636 CHF 99.37% 99.37%
11.07.2024 1.58% 0.84 CHF 0.85 CHF 60'000 50'000 60'503 50'000 51'858 CHF 43'550 CHF 99.14% 99.14%
10.07.2024 1.66% 0.85 CHF 0.86 CHF 60'000 50'000 67'463 50'000 54'935 CHF 41'461 CHF 100.00% 100.00%
09.07.2024 1.48% 0.85 CHF 0.87 CHF 60'000 50'000 60'099 50'000 52'963 CHF 44'721 CHF 99.98% 99.98%
08.07.2024 1.55% 0.88 CHF 0.89 CHF 60'000 50'000 63'556 50'000 53'971 CHF 43'181 CHF 99.99% 99.99%
05.07.2024 1.44% 0.84 CHF 0.85 CHF 60'000 50'000 61'389 50'000 52'118 CHF 43'092 CHF 57.37% 57.37%
04.07.2024 1.55% 0.80 CHF 0.81 CHF 70'000 50'000 62'443 50'000 52'021 CHF 42'370 CHF 71.69% 71.69%
03.07.2024 1.56% 0.82 CHF 0.83 CHF 70'000 50'000 66'219 50'000 54'732 CHF 42'025 CHF 66.98% 66.98%
02.07.2024 1.61% 0.82 CHF 0.83 CHF 70'000 50'000 70'000 50'000 54'653 CHF 39'670 CHF 96.33% 96.33%

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