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 3.04% 5.88 CHF 5.97 CHF 50'000 50'000 29'825 29'825 167'004 CHF 171'626 CHF 99.38% 99.38%
12.07.2024 2.95% 5.66 CHF 5.75 CHF 50'000 50'000 30'067 30'067 169'531 CHF 174'129 CHF 97.14% 97.14%
11.07.2024 2.79% 5.76 CHF 5.85 CHF 50'000 50'000 29'900 29'900 178'629 CHF 183'255 CHF 98.05% 98.05%
10.07.2024 2.71% 6.09 CHF 6.18 CHF 50'000 50'000 29'814 29'814 185'397 CHF 190'026 CHF 99.61% 99.61%
09.07.2024 2.69% 6.42 CHF 6.51 CHF 50'000 50'000 29'812 29'812 187'696 CHF 192'314 CHF 99.66% 99.66%
08.07.2024 2.69% 6.29 CHF 6.38 CHF 50'000 50'000 29'810 29'810 186'930 CHF 191'545 CHF 99.65% 99.65%
05.07.2024 3.01% 6.42 CHF 6.51 CHF 50'000 50'000 29'906 29'906 185'893 CHF 190'955 CHF 98.35% 98.35%
04.07.2024 3.72% 6.21 CHF 6.30 CHF 50'000 50'000 29'875 29'875 183'421 CHF 189'574 CHF 98.92% 98.92%
03.07.2024 3.57% 6.19 CHF 6.28 CHF 50'000 50'000 29'842 29'842 183'203 CHF 189'166 CHF 99.67% 99.67%
02.07.2024 0.35% 6.24 CHF 6.26 CHF 50'000 50'000 29'806 29'806 181'948 CHF 182'565 CHF 99.67% 99.67%

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