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 21.91% 0.11 CHF 0.13 CHF 25'000 25'000 25'000 25'000 2'673 CHF 3'322 CHF 74.47% 74.47%
12.07.2024 9.72% 0.16 CHF 0.18 CHF 237'550 50'000 255'691 50'000 37'988 CHF 8'197 CHF 97.56% 97.56%
11.07.2024 10.31% 0.16 CHF 0.17 CHF 249'631 50'000 259'106 50'000 38'664 CHF 8'275 CHF 99.09% 99.09%
10.07.2024 11.57% 0.15 CHF 0.16 CHF 260'370 50'000 266'925 50'000 38'265 CHF 8'049 CHF 93.70% 93.70%
09.07.2024 10.09% 0.14 CHF 0.15 CHF 280'734 50'000 253'062 50'000 38'649 CHF 8'471 CHF 97.68% 97.68%
08.07.2024 8.53% 0.17 CHF 0.18 CHF 233'565 50'000 223'393 50'000 39'644 CHF 9'666 CHF 99.79% 99.79%
05.07.2024 9.40% 0.18 CHF 0.20 CHF 226'136 50'000 228'052 50'000 40'053 CHF 9'650 CHF 98.87% 98.87%
04.07.2024 9.27% 0.17 CHF 0.18 CHF 236'260 50'000 247'832 50'000 39'035 CHF 8'656 CHF 99.72% 99.72%
03.07.2024 12.65% 0.11 CHF 0.13 CHF 310'369 50'000 306'651 50'000 35'893 CHF 6'648 CHF 99.31% 99.31%
02.07.2024 13.57% 0.12 CHF 0.13 CHF 310'432 50'000 334'119 50'000 35'383 CHF 6'073 CHF 98.85% 98.85%

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