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 2.05% 0.48 CHF 0.49 CHF 110'000 75'000 109'864 36'010 53'000 CHF 17'750 CHF 52.54% 52.54%
12.07.2024 1.72% 0.55 CHF 0.56 CHF 100'000 75'000 90'691 50'764 52'170 CHF 29'619 CHF 53.59% 53.59%
11.07.2024 2.18% 0.48 CHF 0.49 CHF 110'000 75'000 116'858 50'831 52'910 CHF 23'712 CHF 39.25% 39.25%
10.07.2024 2.69% 0.40 CHF 0.41 CHF 130'000 75'000 139'965 51'862 51'250 CHF 19'756 CHF 46.24% 46.24%
09.07.2024 3.17% 0.36 CHF 0.37 CHF 140'000 75'000 166'262 53'888 51'602 CHF 17'371 CHF 28.49% 28.49%
08.07.2024 5.05% 0.26 CHF 0.27 CHF 200'000 75'000 170'274 45'531 51'189 CHF 13'653 CHF 46.32% 46.32%
05.07.2024 5.99% 0.40 CHF 0.41 CHF 130'000 40'000 123'962 24'209 51'220 CHF 10'489 CHF 97.11% 97.11%
04.07.2024 6.64% 0.43 CHF 0.46 CHF 120'000 20'000 120'000 20'000 52'392 CHF 9'332 CHF 99.17% 99.17%
03.07.2024 6.28% 0.45 CHF 0.46 CHF 120'000 40'000 127'556 24'343 51'145 CHF 10'518 CHF 99.64% 99.64%
02.07.2024 7.96% 0.35 CHF 0.36 CHF 150'000 40'000 166'713 24'289 51'956 CHF 8'221 CHF 99.28% 99.28%

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