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 2.06% 0.43 CHF 0.44 CHF 100'000 100'000 100'000 100'000 48'039 CHF 49'039 CHF 99.03% 99.37%
12.07.2024 1.96% 0.50 CHF 0.51 CHF 100'000 100'000 100'000 99'947 50'617 CHF 51'590 CHF 99.09% 99.38%
11.07.2024 2.09% 0.48 CHF 0.49 CHF 100'000 100'000 100'000 100'000 47'362 CHF 48'362 CHF 99.37% 99.37%
10.07.2024 2.52% 0.40 CHF 0.41 CHF 100'000 100'000 100'000 100'000 39'212 CHF 40'212 CHF 98.88% 99.37%
09.07.2024 2.49% 0.41 CHF 0.42 CHF 100'000 100'000 100'000 100'000 39'720 CHF 40'720 CHF 99.38% 99.38%
08.07.2024 2.50% 0.40 CHF 0.41 CHF 100'000 100'000 100'000 100'000 39'537 CHF 40'537 CHF 99.38% 99.38%
05.07.2024 2.56% 0.39 CHF 0.40 CHF 100'000 100'000 101'156 101'156 38'989 CHF 40'000 CHF 99.38% 99.38%
04.07.2024 2.66% 0.38 CHF 0.39 CHF 100'000 100'000 106'726 106'726 39'439 CHF 40'506 CHF 98.60% 98.82%
03.07.2024 3.00% 0.33 CHF 0.34 CHF 150'000 150'000 150'000 150'000 49'291 CHF 50'791 CHF 98.74% 99.37%
02.07.2024 3.14% 0.32 CHF 0.33 CHF 150'000 150'000 150'000 150'000 47'083 CHF 48'583 CHF 99.37% 99.37%

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