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 14.51% 0.17 CHF 0.19 CHF 25'000 25'000 25'000 25'000 4'118 CHF 4'754 CHF 73.63% 73.63%
12.07.2024 7.59% 0.24 CHF 0.26 CHF 161'534 50'000 169'420 50'000 37'796 CHF 12'043 CHF 97.56% 97.56%
11.07.2024 7.46% 0.23 CHF 0.25 CHF 166'772 50'000 172'547 50'000 37'786 CHF 11'804 CHF 99.09% 99.09%
10.07.2024 7.15% 0.22 CHF 0.24 CHF 173'360 50'000 176'825 50'000 37'601 CHF 11'426 CHF 93.70% 93.70%
09.07.2024 7.12% 0.20 CHF 0.22 CHF 184'984 50'000 170'856 50'000 38'718 CHF 12'199 CHF 97.31% 97.31%
08.07.2024 6.12% 0.26 CHF 0.28 CHF 158'031 50'000 153'840 50'000 42'245 CHF 14'602 CHF 99.79% 99.79%
05.07.2024 6.14% 0.28 CHF 0.30 CHF 154'537 50'000 156'169 50'000 42'483 CHF 14'467 CHF 98.87% 98.87%
04.07.2024 6.24% 0.26 CHF 0.27 CHF 160'468 50'000 166'199 50'000 40'114 CHF 12'865 CHF 99.72% 99.72%
03.07.2024 9.15% 0.17 CHF 0.19 CHF 201'629 50'000 199'486 50'000 34'543 CHF 9'494 CHF 99.31% 99.31%
02.07.2024 9.40% 0.17 CHF 0.19 CHF 204'332 50'000 215'102 50'000 33'495 CHF 8'569 CHF 98.21% 98.21%

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