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 4.07% 0.25 CHF 0.26 CHF 100'000 100'000 54'584 54'584 13'516 CHF 14'064 CHF 100.00% 100.00%
12.07.2024 4.78% 0.23 CHF 0.24 CHF 100'000 100'000 55'382 55'382 11'902 CHF 12'459 CHF 99.94% 99.94%
11.07.2024 4.89% 0.22 CHF 0.23 CHF 100'000 100'000 54'183 54'183 11'388 CHF 11'937 CHF 99.43% 99.43%
10.07.2024 5.35% 0.20 CHF 0.21 CHF 110'000 110'000 63'467 63'467 12'044 CHF 12'681 CHF 99.84% 99.84%
09.07.2024 5.89% 0.17 CHF 0.18 CHF 110'000 110'000 64'355 64'355 10'962 CHF 11'610 CHF 99.65% 99.65%
08.07.2024 5.95% 0.16 CHF 0.17 CHF 110'000 110'000 64'227 64'227 10'886 CHF 11'533 CHF 100.00% 100.00%
05.07.2024 5.42% 0.20 CHF 0.21 CHF 110'000 110'000 64'528 64'528 12'006 CHF 12'654 CHF 99.53% 99.53%
04.07.2024 5.65% 0.18 CHF 0.19 CHF 60'000 60'000 54'626 54'626 9'407 CHF 9'954 CHF 98.93% 98.93%
03.07.2024 6.91% 0.17 CHF 0.18 CHF 110'000 110'000 63'104 63'104 9'381 CHF 10'015 CHF 98.22% 98.22%
02.07.2024 7.55% 0.12 CHF 0.13 CHF 110'000 110'000 64'056 64'056 8'394 CHF 9'037 CHF 100.00% 100.00%

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