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 2.78% 0.55 CHF 0.56 CHF 230'000 230'000 73'852 73'852 40'251 CHF 41'112 CHF 98.90% 98.90%
12.07.2024 2.84% 0.55 CHF 0.56 CHF 230'000 230'000 73'266 73'266 39'898 CHF 40'753 CHF 100.00% 100.00%
11.07.2024 2.51% 0.60 CHF 0.61 CHF 225'000 225'000 70'476 70'476 43'348 CHF 44'173 CHF 99.99% 99.99%
10.07.2024 2.36% 0.61 CHF 0.62 CHF 220'000 220'000 70'222 70'222 45'064 CHF 45'884 CHF 99.90% 99.90%
09.07.2024 2.35% 0.69 CHF 0.70 CHF 215'000 215'000 69'295 69'295 46'680 CHF 47'491 CHF 99.98% 99.98%
08.07.2024 2.39% 0.64 CHF 0.65 CHF 220'000 220'000 70'317 70'317 45'480 CHF 46'301 CHF 99.98% 99.98%
05.07.2024 2.33% 0.65 CHF 0.66 CHF 220'000 220'000 69'942 69'942 45'543 CHF 46'360 CHF 99.70% 99.70%
04.07.2024 2.31% 0.64 CHF 0.65 CHF 44'000 44'000 32'354 32'354 20'994 CHF 21'434 CHF 94.02% 94.02%
03.07.2024 2.23% 0.67 CHF 0.68 CHF 220'000 220'000 69'146 69'146 47'042 CHF 47'852 CHF 99.52% 99.52%
02.07.2024 2.43% 0.67 CHF 0.68 CHF 215'000 215'000 69'112 69'112 45'079 CHF 45'885 CHF 100.00% 100.00%

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