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 5.18% 0.19 CHF 0.20 CHF 900'000 300'000 848'719 282'906 159'613 CHF 56'034 CHF 99.32% 99.32%
12.07.2024 4.92% 0.20 CHF 0.21 CHF 750'000 250'000 757'055 252'352 150'214 CHF 52'595 CHF 99.31% 99.31%
11.07.2024 5.41% 0.18 CHF 0.19 CHF 900'000 300'000 900'000 300'000 161'898 CHF 56'966 CHF 99.30% 99.30%
10.07.2024 5.02% 0.19 CHF 0.20 CHF 900'000 300'000 900'000 300'000 174'821 CHF 61'274 CHF 99.37% 99.37%
09.07.2024 4.86% 0.20 CHF 0.21 CHF 900'000 300'000 828'128 276'043 166'114 CHF 58'132 CHF 99.41% 99.41%
08.07.2024 3.81% 0.25 CHF 0.26 CHF 750'000 250'000 750'000 250'000 193'335 CHF 66'945 CHF 99.38% 99.38%
05.07.2024 3.53% 0.26 CHF 0.27 CHF 750'000 250'000 750'000 250'000 208'795 CHF 72'098 CHF 99.39% 99.39%
04.07.2024 3.52% 0.29 CHF 0.30 CHF 750'000 250'000 750'000 250'000 209'184 CHF 72'228 CHF 99.37% 99.37%
03.07.2024 3.73% 0.26 CHF 0.27 CHF 750'000 250'000 750'000 250'000 197'205 CHF 68'235 CHF 99.37% 99.37%
02.07.2024 4.04% 0.25 CHF 0.26 CHF 750'000 250'000 750'087 250'029 182'060 CHF 63'187 CHF 99.40% 99.40%

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