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 6.47% 0.16 CHF 0.17 CHF 370'000 370'000 119'845 119'845 18'578 CHF 19'782 CHF 98.87% 98.87%
12.07.2024 6.29% 0.16 CHF 0.17 CHF 370'000 370'000 118'851 118'851 19'053 CHF 20'247 CHF 100.00% 100.00%
11.07.2024 5.30% 0.18 CHF 0.19 CHF 360'000 360'000 116'202 116'202 22'447 CHF 23'625 CHF 99.97% 99.97%
10.07.2024 4.95% 0.19 CHF 0.20 CHF 360'000 360'000 117'264 117'264 23'392 CHF 24'570 CHF 99.90% 99.90%
09.07.2024 4.88% 0.23 CHF 0.24 CHF 350'000 350'000 115'001 115'001 25'036 CHF 26'193 CHF 99.98% 99.98%
08.07.2024 4.98% 0.20 CHF 0.21 CHF 360'000 360'000 117'116 117'116 23'927 CHF 25'104 CHF 99.98% 99.98%
05.07.2024 4.82% 0.21 CHF 0.22 CHF 360'000 360'000 117'432 117'432 24'103 CHF 25'281 CHF 99.70% 99.70%
04.07.2024 4.75% 0.20 CHF 0.21 CHF 80'000 80'000 58'816 58'816 12'009 CHF 12'598 CHF 94.02% 94.02%
03.07.2024 4.47% 0.21 CHF 0.22 CHF 360'000 360'000 112'892 112'892 25'020 CHF 26'154 CHF 99.52% 99.52%
02.07.2024 5.06% 0.22 CHF 0.23 CHF 350'000 350'000 114'856 114'856 23'915 CHF 25'070 CHF 99.99% 99.99%

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