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 2.37% 0.65 CHF 0.66 CHF 230'000 230'000 73'856 73'856 47'330 CHF 48'191 CHF 98.90% 98.90%
12.07.2024 2.42% 0.64 CHF 0.65 CHF 230'000 230'000 73'266 73'266 46'857 CHF 47'712 CHF 100.00% 100.00%
11.07.2024 2.18% 0.69 CHF 0.70 CHF 225'000 225'000 70'476 70'476 50'096 CHF 50'921 CHF 99.99% 99.99%
10.07.2024 2.06% 0.71 CHF 0.72 CHF 220'000 220'000 70'222 70'222 51'767 CHF 52'587 CHF 99.90% 99.90%
09.07.2024 2.06% 0.79 CHF 0.80 CHF 215'000 215'000 69'252 69'252 53'258 CHF 54'069 CHF 99.98% 99.98%
08.07.2024 2.07% 0.73 CHF 0.74 CHF 220'000 220'000 70'329 70'329 52'216 CHF 53'037 CHF 99.98% 99.98%
05.07.2024 2.04% 0.75 CHF 0.76 CHF 220'000 220'000 69'953 69'953 52'184 CHF 53'001 CHF 99.71% 99.71%
04.07.2024 2.02% 0.73 CHF 0.74 CHF 44'000 44'000 32'355 32'355 24'080 CHF 24'520 CHF 94.02% 94.02%
03.07.2024 1.96% 0.76 CHF 0.77 CHF 220'000 220'000 69'147 69'147 53'724 CHF 54'534 CHF 99.52% 99.52%
02.07.2024 2.12% 0.76 CHF 0.77 CHF 215'000 215'000 69'111 69'111 51'660 CHF 52'466 CHF 100.00% 100.00%

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