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 3.05% 0.32 CHF 0.33 CHF 175'000 175'000 171'695 171'695 55'467 CHF 57'184 CHF 99.05% 99.05%
12.07.2024 2.88% 0.34 CHF 0.35 CHF 150'000 150'000 153'789 153'789 52'666 CHF 54'204 CHF 98.87% 98.87%
11.07.2024 2.57% 0.34 CHF 0.35 CHF 150'000 150'000 135'374 135'374 51'817 CHF 53'171 CHF 98.16% 98.16%
10.07.2024 2.47% 0.43 CHF 0.44 CHF 125'000 125'000 129'934 129'934 52'021 CHF 53'321 CHF 95.16% 95.16%
09.07.2024 2.48% 0.40 CHF 0.41 CHF 125'000 125'000 137'496 137'496 54'581 CHF 55'956 CHF 98.67% 98.67%
08.07.2024 2.65% 0.41 CHF 0.42 CHF 125'000 125'000 145'845 145'845 54'334 CHF 55'792 CHF 98.55% 98.55%
05.07.2024 2.57% 0.37 CHF 0.38 CHF 150'000 150'000 147'902 147'902 56'740 CHF 58'219 CHF 99.17% 99.17%
04.07.2024 2.61% 0.38 CHF 0.39 CHF 150'000 150'000 149'637 149'637 56'631 CHF 58'127 CHF 99.17% 99.17%
03.07.2024 2.42% 0.39 CHF 0.40 CHF 125'000 125'000 125'000 125'000 50'991 CHF 52'241 CHF 98.45% 98.45%
02.07.2024 2.21% 0.43 CHF 0.44 CHF 125'000 125'000 124'706 124'706 55'956 CHF 57'204 CHF 98.77% 98.77%

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