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
12.07.2024 0.44% 2.23 CHF 2.24 CHF 100'000 100'000 46'483 39'293 104'303 CHF 88'360 CHF 83.16% 83.16%
11.07.2024 0.37% 2.49 CHF 2.50 CHF 100'000 100'000 40'139 40'139 105'798 CHF 106'199 CHF 94.22% 94.22%
10.07.2024 0.37% 2.66 CHF 2.67 CHF 100'000 100'000 40'654 40'654 108'566 CHF 108'972 CHF 96.88% 96.88%
09.07.2024 1.86% 2.65 CHF 2.70 CHF 10'000 10'000 3'992 3'992 10'677 CHF 10'876 CHF 96.76% 96.76%
08.07.2024 1.78% 2.64 CHF 2.69 CHF 10'000 10'000 3'999 3'999 10'900 CHF 11'100 CHF 97.72% 97.72%
05.07.2024 0.74% 2.66 CHF 2.71 CHF 10'000 10'000 28'535 21'670 67'454 CHF 51'619 CHF 97.87% 97.87%
04.07.2024 1.90% 2.34 CHF 2.39 CHF 5'000 5'000 11'000 11'000 25'664 CHF 25'948 CHF 79.34% 79.34%
03.07.2024 2.12% 2.30 CHF 2.35 CHF 10'000 10'000 4'120 4'120 9'539 CHF 9'745 CHF 87.28% 87.28%
02.07.2024 2.25% 2.23 CHF 2.28 CHF 10'000 10'000 4'084 4'084 9'006 CHF 9'210 CHF 98.47% 98.47%
01.07.2024 0.75% 2.15 CHF 2.20 CHF 10'000 10'000 30'197 23'099 68'553 CHF 52'663 CHF 92.23% 92.23%

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