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 2.83% 0.35 CHF 0.36 CHF 150'000 60'000 147'798 36'563 51'527 CHF 13'187 CHF 98.98% 98.98%
12.07.2024 2.29% 0.38 CHF 0.39 CHF 140'000 60'000 121'315 37'857 52'488 CHF 16'546 CHF 82.69% 82.69%
11.07.2024 2.21% 0.43 CHF 0.44 CHF 120'000 60'000 114'984 36'549 51'542 CHF 16'725 CHF 99.21% 99.21%
10.07.2024 1.96% 0.48 CHF 0.49 CHF 110'000 60'000 101'936 36'522 51'603 CHF 18'698 CHF 99.61% 99.61%
09.07.2024 1.80% 0.56 CHF 0.57 CHF 90'000 60'000 97'630 36'518 53'658 CHF 20'499 CHF 99.67% 99.67%
08.07.2024 1.77% 0.57 CHF 0.58 CHF 90'000 60'000 92'317 36'518 51'753 CHF 20'861 CHF 99.67% 99.67%
05.07.2024 1.88% 0.50 CHF 0.51 CHF 100'000 60'000 100'198 38'979 52'830 CHF 20'807 CHF 72.35% 72.35%
04.07.2024 1.76% 0.55 CHF 0.56 CHF 100'000 30'000 92'324 30'000 52'050 CHF 17'226 CHF 99.16% 99.16%
03.07.2024 1.54% 0.56 CHF 0.57 CHF 90'000 60'000 82'135 36'443 52'869 CHF 23'509 CHF 99.35% 99.35%
02.07.2024 1.41% 0.72 CHF 0.73 CHF 70'000 60'000 79'651 36'453 55'977 CHF 25'979 CHF 99.39% 99.39%

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