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 0.61% 2.87 CHF 2.89 CHF 20'000 7'500 20'000 7'500 59'479 CHF 22'440 CHF 92.97% 92.97%
12.07.2024 0.58% 3.01 CHF 3.03 CHF 20'000 7'500 20'000 7'500 60'878 CHF 22'962 CHF 99.01% 99.01%
11.07.2024 0.59% 2.98 CHF 3.00 CHF 20'000 7'500 20'000 7'500 59'352 CHF 22'388 CHF 97.35% 97.35%
10.07.2024 0.60% 2.80 CHF 2.81 CHF 20'000 7'500 20'000 7'500 55'357 CHF 20'885 CHF 100.00% 100.00%
09.07.2024 0.59% 2.80 CHF 2.82 CHF 20'000 7'500 20'000 7'500 55'382 CHF 20'891 CHF 100.00% 100.00%
08.07.2024 0.58% 2.76 CHF 2.78 CHF 20'000 7'500 20'000 7'500 55'070 CHF 20'772 CHF 99.80% 99.80%
05.07.2024 0.63% 2.74 CHF 2.76 CHF 20'000 7'500 20'000 7'500 54'539 CHF 20'581 CHF 98.81% 98.81%
04.07.2024 0.67% 2.69 CHF 2.71 CHF 20'000 7'500 20'000 7'500 53'444 CHF 20'176 CHF 100.00% 100.00%
03.07.2024 0.59% 2.53 CHF 2.55 CHF 20'000 7'500 21'694 7'500 54'939 CHF 19'139 CHF 99.73% 99.73%
02.07.2024 0.68% 2.50 CHF 2.52 CHF 20'000 7'500 25'812 7'500 64'152 CHF 18'787 CHF 100.00% 100.00%

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