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 0.86% 5.72 CHF 5.73 CHF 70'000 70'000 30'461 30'461 173'773 CHF 174'856 CHF 98.92% 98.92%
12.07.2024 0.92% 5.64 CHF 5.65 CHF 70'000 70'000 30'286 30'286 165'860 CHF 166'943 CHF 100.00% 100.00%
11.07.2024 0.84% 5.61 CHF 5.62 CHF 70'000 70'000 30'172 30'172 175'644 CHF 176'724 CHF 99.98% 99.98%
10.07.2024 0.85% 5.88 CHF 5.89 CHF 70'000 70'000 30'430 30'430 177'621 CHF 178'708 CHF 99.49% 99.49%
09.07.2024 0.84% 5.76 CHF 5.77 CHF 70'000 70'000 30'361 30'361 179'717 CHF 180'804 CHF 99.44% 99.44%
08.07.2024 0.87% 5.84 CHF 5.85 CHF 70'000 70'000 30'103 30'103 173'110 CHF 174'185 CHF 100.00% 100.00%
05.07.2024 0.94% 5.59 CHF 5.60 CHF 70'000 70'000 30'841 30'841 164'278 CHF 165'354 CHF 95.77% 95.77%
04.07.2024 1.09% 5.07 CHF 5.11 CHF 20'000 20'000 20'000 20'000 102'100 CHF 103'218 CHF 97.93% 97.93%
03.07.2024 0.85% 5.12 CHF 5.13 CHF 70'000 70'000 32'862 32'862 162'118 CHF 163'126 CHF 95.12% 95.12%
02.07.2024 0.90% 4.74 CHF 4.75 CHF 80'000 80'000 34'375 34'375 160'918 CHF 161'928 CHF 99.38% 99.38%

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