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 2.49% 0.38 CHF 0.39 CHF 140'000 50'000 131'087 50'000 51'932 CHF 20'317 CHF 81.98% 81.98%
12.07.2024 2.54% 0.38 CHF 0.39 CHF 140'000 50'000 132'616 50'000 51'622 CHF 19'974 CHF 91.40% 91.40%
11.07.2024 2.54% 0.38 CHF 0.39 CHF 140'000 50'000 133'104 50'000 51'788 CHF 19'965 CHF 98.67% 98.67%
10.07.2024 2.79% 0.37 CHF 0.38 CHF 140'000 50'000 147'463 50'000 52'159 CHF 18'195 CHF 99.41% 99.41%
09.07.2024 2.82% 0.34 CHF 0.35 CHF 150'000 50'000 148'991 50'000 52'102 CHF 17'989 CHF 87.05% 87.05%
08.07.2024 2.82% 0.34 CHF 0.35 CHF 150'000 50'000 149'613 50'000 52'265 CHF 17'968 CHF 88.03% 88.03%
05.07.2024 2.88% 0.34 CHF 0.35 CHF 150'000 50'000 151'222 50'000 51'768 CHF 17'622 CHF 97.09% 97.09%
04.07.2024 2.86% 0.35 CHF 0.36 CHF 150'000 50'000 150'116 50'000 51'709 CHF 17'724 CHF 98.24% 98.24%
03.07.2024 3.06% 0.33 CHF 0.34 CHF 160'000 50'000 161'722 50'000 51'983 CHF 16'578 CHF 99.65% 99.65%
02.07.2024 3.24% 0.32 CHF 0.33 CHF 160'000 50'000 168'810 50'000 51'269 CHF 15'699 CHF 98.10% 98.10%

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