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 3.55% 0.54 CHF 0.56 CHF 100'000 50'000 90'937 50'000 53'794 CHF 30'673 CHF 98.52% 98.52%
12.07.2024 3.59% 0.61 CHF 0.63 CHF 90'000 50'000 90'079 50'000 53'192 CHF 30'606 CHF 94.00% 94.00%
11.07.2024 3.47% 0.60 CHF 0.62 CHF 90'000 50'000 89'955 50'000 54'420 CHF 31'316 CHF 85.37% 85.37%
10.07.2024 3.68% 0.59 CHF 0.61 CHF 90'000 50'000 90'299 50'000 52'167 CHF 29'973 CHF 90.92% 90.92%
09.07.2024 3.46% 0.62 CHF 0.64 CHF 90'000 50'000 87'246 50'000 54'109 CHF 32'119 CHF 98.72% 98.72%
08.07.2024 3.67% 0.56 CHF 0.58 CHF 90'000 50'000 93'594 50'000 52'401 CHF 29'065 CHF 99.73% 99.73%
05.07.2024 3.86% 0.53 CHF 0.55 CHF 100'000 50'000 94'971 50'000 52'366 CHF 28'680 CHF 99.51% 99.51%
04.07.2024 3.83% 0.57 CHF 0.60 CHF 90'000 50'000 91'355 50'000 51'809 CHF 29'476 CHF 98.35% 98.35%
03.07.2024 3.77% 0.57 CHF 0.59 CHF 90'000 50'000 93'359 50'000 52'011 CHF 28'954 CHF 99.73% 99.73%
02.07.2024 4.39% 0.54 CHF 0.57 CHF 100'000 50'000 104'017 50'000 52'358 CHF 26'354 CHF 98.28% 98.28%

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