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 1.92% 0.50 CHF 0.51 CHF 300'000 100'000 300'000 100'000 154'414 CHF 52'471 CHF 99.16% 99.16%
12.07.2024 1.83% 0.55 CHF 0.56 CHF 300'000 100'000 300'000 100'000 162'740 CHF 55'247 CHF 99.17% 99.17%
11.07.2024 1.90% 0.54 CHF 0.55 CHF 300'000 100'000 300'000 100'000 156'496 CHF 53'165 CHF 99.17% 99.17%
10.07.2024 1.83% 0.55 CHF 0.56 CHF 300'000 100'000 300'000 100'000 162'419 CHF 55'140 CHF 99.16% 99.16%
09.07.2024 1.89% 0.54 CHF 0.55 CHF 300'000 100'000 300'000 100'000 156'951 CHF 53'317 CHF 99.17% 99.17%
08.07.2024 2.04% 0.52 CHF 0.53 CHF 300'000 100'000 300'000 100'000 146'040 CHF 49'680 CHF 99.15% 99.15%
05.07.2024 2.24% 0.47 CHF 0.48 CHF 300'000 100'000 300'000 100'000 132'328 CHF 45'109 CHF 98.83% 98.83%
04.07.2024 2.56% 0.44 CHF 0.45 CHF 300'000 100'000 317'543 105'848 122'778 CHF 41'985 CHF 99.00% 99.00%
03.07.2024 4.46% 0.22 CHF 0.23 CHF 450'000 150'000 450'000 150'000 98'807 CHF 34'436 CHF 99.17% 99.17%
02.07.2024 4.91% 0.22 CHF 0.23 CHF 450'000 150'000 450'000 150'000 89'595 CHF 31'365 CHF 99.16% 99.16%

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