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 4.09% 0.23 CHF 0.24 CHF 300'000 100'000 300'000 100'000 71'960 CHF 24'987 CHF 99.17% 99.17%
12.07.2024 3.84% 0.26 CHF 0.27 CHF 300'000 100'000 300'000 100'000 76'834 CHF 26'611 CHF 99.17% 99.17%
11.07.2024 4.04% 0.26 CHF 0.27 CHF 300'000 100'000 313'435 104'478 75'850 CHF 26'328 CHF 99.17% 99.17%
10.07.2024 4.00% 0.26 CHF 0.27 CHF 300'000 100'000 300'159 100'053 73'759 CHF 25'587 CHF 99.16% 99.16%
09.07.2024 4.15% 0.24 CHF 0.25 CHF 300'000 100'000 300'000 100'000 70'880 CHF 24'627 CHF 99.17% 99.17%
08.07.2024 4.58% 0.24 CHF 0.25 CHF 300'000 100'000 387'972 129'324 82'283 CHF 28'721 CHF 99.15% 99.15%
05.07.2024 5.51% 0.20 CHF 0.21 CHF 450'000 150'000 450'000 150'000 79'857 CHF 28'119 CHF 98.83% 98.83%
04.07.2024 7.55% 0.17 CHF 0.18 CHF 450'000 150'000 476'561 158'854 64'496 CHF 23'087 CHF 99.00% 99.00%
03.07.2024 25.57% 0.03 CHF 0.04 CHF 750'000 250'000 750'000 250'000 26'043 CHF 11'181 CHF 99.17% 99.17%
02.07.2024 28.60% 0.04 CHF 0.05 CHF 750'000 250'000 750'000 250'000 22'666 CHF 10'055 CHF 99.16% 99.16%

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