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
12.07.2024 0.70% 1.40 CHF 1.41 CHF 100'000 100'000 53'687 39'313 76'105 CHF 55'799 CHF 83.20% 83.20%
11.07.2024 0.54% 1.65 CHF 1.66 CHF 100'000 100'000 47'060 40'090 85'007 CHF 72'347 CHF 94.15% 94.15%
10.07.2024 0.54% 1.82 CHF 1.83 CHF 100'000 100'000 47'501 40'671 86'759 CHF 74'632 CHF 96.92% 96.92%
09.07.2024 2.70% 1.81 CHF 1.86 CHF 10'000 10'000 3'995 3'995 7'316 CHF 7'516 CHF 96.79% 96.79%
08.07.2024 2.54% 1.80 CHF 1.85 CHF 10'000 10'000 4'002 4'002 7'545 CHF 7'745 CHF 97.78% 97.78%
05.07.2024 1.12% 1.82 CHF 1.87 CHF 10'000 10'000 35'434 21'714 54'092 CHF 33'590 CHF 97.94% 97.94%
04.07.2024 2.96% 1.51 CHF 1.56 CHF 5'000 5'000 11'001 11'001 16'476 CHF 16'759 CHF 79.34% 79.34%
03.07.2024 3.29% 1.46 CHF 1.51 CHF 10'000 10'000 4'120 4'120 6'092 CHF 6'298 CHF 87.27% 87.27%
02.07.2024 3.58% 1.40 CHF 1.45 CHF 10'000 10'000 4'072 4'072 5'617 CHF 5'820 CHF 98.27% 98.27%
01.07.2024 1.19% 1.33 CHF 1.38 CHF 10'000 10'000 37'324 23'134 54'010 CHF 33'666 CHF 92.27% 92.27%

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