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 3.17% 0.33 CHF 0.34 CHF 175'000 175'000 175'015 175'015 54'471 CHF 56'221 CHF 97.14% 97.14%
12.07.2024 3.98% 0.28 CHF 0.29 CHF 200'000 200'000 219'034 219'034 53'923 CHF 56'113 CHF 98.80% 98.80%
11.07.2024 3.45% 0.23 CHF 0.24 CHF 200'000 200'000 180'968 180'968 51'689 CHF 53'499 CHF 98.23% 98.23%
10.07.2024 3.82% 0.27 CHF 0.28 CHF 200'000 200'000 200'957 200'957 51'703 CHF 53'713 CHF 95.13% 95.13%
09.07.2024 4.06% 0.24 CHF 0.25 CHF 225'000 225'000 221'327 221'327 53'421 CHF 55'635 CHF 98.63% 98.63%
08.07.2024 4.28% 0.23 CHF 0.24 CHF 250'000 250'000 230'004 230'004 52'614 CHF 54'915 CHF 98.75% 98.75%
05.07.2024 5.29% 0.21 CHF 0.22 CHF 250'000 250'000 290'444 290'444 53'412 CHF 56'317 CHF 99.17% 99.17%
04.07.2024 5.47% 0.17 CHF 0.18 CHF 300'000 300'000 300'015 300'015 53'380 CHF 56'380 CHF 99.18% 99.18%
03.07.2024 5.90% 0.17 CHF 0.18 CHF 325'000 325'000 315'845 315'845 51'933 CHF 55'092 CHF 98.42% 98.42%
02.07.2024 6.85% 0.17 CHF 0.18 CHF 325'000 325'000 372'606 372'606 52'522 CHF 56'248 CHF 98.87% 98.87%

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