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 4.12% 0.28 CHF 0.30 CHF 178'341 50'000 166'866 50'000 51'318 CHF 16'049 CHF 56.76% 56.76%
12.07.2024 3.89% 0.28 CHF 0.30 CHF 180'000 50'000 178'907 50'000 51'224 CHF 14'886 CHF 41.92% 41.92%
11.07.2024 3.76% 0.29 CHF 0.31 CHF 176'894 50'000 163'837 50'000 51'715 CHF 16'419 CHF 34.69% 34.69%
10.07.2024 3.94% 0.36 CHF 0.38 CHF 140'000 50'000 141'402 50'000 51'618 CHF 19'001 CHF 99.98% 99.98%
09.07.2024 3.80% 0.37 CHF 0.38 CHF 140'000 50'000 136'551 50'000 51'829 CHF 19'724 CHF 99.99% 99.99%
08.07.2024 3.02% 0.37 CHF 0.38 CHF 140'000 50'000 138'133 50'000 52'405 CHF 19'565 CHF 100.00% 100.00%
05.07.2024 3.32% 0.36 CHF 0.37 CHF 140'000 50'000 141'694 50'000 51'021 CHF 18'622 CHF 99.62% 99.62%
04.07.2024 3.63% 0.37 CHF 0.38 CHF 140'000 50'000 140'126 50'000 51'645 CHF 19'110 CHF 100.00% 100.00%
03.07.2024 4.06% 0.34 CHF 0.35 CHF 150'000 50'000 163'496 50'000 52'134 CHF 16'632 CHF 80.13% 80.13%
02.07.2024 4.84% 0.27 CHF 0.28 CHF 193'552 50'000 199'829 50'000 49'874 CHF 13'109 CHF 59.62% 59.62%

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