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 5.73% 0.15 CHF 0.16 CHF 600'000 200'000 539'459 179'820 91'280 CHF 32'225 CHF 99.17% 99.17%
12.07.2024 6.37% 0.18 CHF 0.19 CHF 600'000 200'000 600'000 200'000 91'695 CHF 32'565 CHF 99.17% 99.17%
11.07.2024 6.29% 0.17 CHF 0.18 CHF 600'000 200'000 600'000 200'000 92'544 CHF 32'848 CHF 99.16% 99.16%
10.07.2024 6.72% 0.15 CHF 0.16 CHF 600'000 200'000 600'000 200'000 86'450 CHF 30'817 CHF 99.17% 99.17%
09.07.2024 6.41% 0.13 CHF 0.14 CHF 600'000 200'000 600'000 200'000 91'007 CHF 32'336 CHF 99.17% 99.17%
08.07.2024 6.66% 0.14 CHF 0.15 CHF 600'000 200'000 600'000 200'000 87'383 CHF 31'128 CHF 99.16% 99.16%
05.07.2024 5.51% 0.17 CHF 0.18 CHF 600'000 200'000 600'000 200'000 105'983 CHF 37'328 CHF 99.15% 99.15%
04.07.2024 5.61% 0.18 CHF 0.19 CHF 600'000 200'000 600'000 200'000 104'068 CHF 36'689 CHF 99.17% 99.17%
03.07.2024 5.63% 0.20 CHF 0.21 CHF 600'000 200'000 599'970 199'990 104'141 CHF 36'714 CHF 99.15% 99.15%
02.07.2024 5.94% 0.16 CHF 0.17 CHF 600'000 200'000 600'000 200'000 98'190 CHF 34'730 CHF 99.17% 99.17%

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