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 23.15% 0.04 CHF 0.05 CHF 370'000 370'000 119'840 119'840 4'747 CHF 5'951 CHF 98.88% 98.88%
12.07.2024 21.72% 0.04 CHF 0.05 CHF 370'000 370'000 118'850 118'850 5'046 CHF 6'240 CHF 100.00% 100.00%
11.07.2024 16.34% 0.05 CHF 0.06 CHF 360'000 360'000 116'247 116'247 6'765 CHF 7'942 CHF 99.99% 99.99%
10.07.2024 15.51% 0.05 CHF 0.06 CHF 360'000 360'000 117'263 117'263 6'976 CHF 8'154 CHF 99.90% 99.90%
09.07.2024 15.10% 0.07 CHF 0.08 CHF 350'000 350'000 115'005 115'005 7'815 CHF 8'973 CHF 99.98% 99.98%
08.07.2024 15.66% 0.06 CHF 0.07 CHF 360'000 360'000 117'120 117'120 7'230 CHF 8'408 CHF 99.98% 99.98%
05.07.2024 14.98% 0.06 CHF 0.07 CHF 360'000 360'000 117'431 117'431 7'286 CHF 8'464 CHF 99.71% 99.71%
04.07.2024 14.88% 0.06 CHF 0.07 CHF 80'000 80'000 58'816 58'816 3'634 CHF 4'222 CHF 94.02% 94.02%
03.07.2024 13.53% 0.06 CHF 0.07 CHF 360'000 360'000 112'883 112'883 7'813 CHF 8'947 CHF 99.52% 99.52%
02.07.2024 15.91% 0.07 CHF 0.08 CHF 350'000 350'000 114'875 114'875 7'347 CHF 8'501 CHF 100.00% 100.00%

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