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 10.68% 0.10 CHF 0.11 CHF 500'000 500'000 221'713 221'713 23'592 CHF 26'096 CHF 98.97% 98.97%
12.07.2024 10.22% 0.10 CHF 0.11 CHF 480'000 480'000 208'169 208'169 23'488 CHF 25'838 CHF 98.45% 98.45%
11.07.2024 9.64% 0.13 CHF 0.14 CHF 470'000 470'000 208'442 208'442 25'678 CHF 28'030 CHF 98.75% 98.75%
10.07.2024 9.72% 0.12 CHF 0.13 CHF 480'000 480'000 209'485 209'485 25'542 CHF 27'907 CHF 99.14% 99.14%
09.07.2024 9.47% 0.13 CHF 0.14 CHF 450'000 450'000 202'659 202'659 27'224 CHF 29'646 CHF 99.73% 99.73%
08.07.2024 9.26% 0.16 CHF 0.17 CHF 440'000 440'000 201'788 201'788 29'497 CHF 31'881 CHF 98.57% 98.57%
05.07.2024 9.31% 0.13 CHF 0.14 CHF 460'000 460'000 207'536 207'536 25'938 CHF 28'276 CHF 99.02% 99.02%
04.07.2024 9.22% 0.13 CHF 0.14 CHF 190'000 190'000 152'825 152'825 19'920 CHF 21'767 CHF 99.71% 99.71%
03.07.2024 9.53% 0.13 CHF 0.14 CHF 450'000 450'000 199'873 199'873 26'188 CHF 28'584 CHF 98.11% 98.11%
02.07.2024 9.17% 0.15 CHF 0.16 CHF 440'000 440'000 191'316 191'316 27'474 CHF 29'753 CHF 98.34% 98.34%

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