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 0.62% 3.56 CHF 3.57 CHF 50'000 50'000 31'436 30'732 112'785 CHF 110'829 CHF 55.83% 55.83%
12.07.2024 0.50% 3.46 CHF 3.47 CHF 50'000 50'000 38'880 38'667 133'810 CHF 133'618 CHF 33.82% 33.82%
11.07.2024 0.72% 3.36 CHF 3.37 CHF 50'000 50'000 29'597 28'016 101'169 CHF 96'262 CHF 66.53% 66.53%
10.07.2024 0.76% 3.44 CHF 3.45 CHF 50'000 50'000 27'073 25'908 92'170 CHF 88'750 CHF 90.27% 90.27%
09.07.2024 0.78% 3.31 CHF 3.32 CHF 50'000 50'000 26'404 25'349 86'757 CHF 83'890 CHF 99.69% 99.69%
08.07.2024 0.78% 3.25 CHF 3.26 CHF 50'000 50'000 27'615 26'325 89'162 CHF 85'565 CHF 81.52% 81.52%
05.07.2024 0.84% 3.17 CHF 3.18 CHF 50'000 50'000 26'522 25'462 81'974 CHF 79'278 CHF 98.37% 98.37%
04.07.2024 0.78% 3.09 CHF 3.10 CHF 50'000 50'000 27'909 27'628 85'813 CHF 85'513 CHF 81.13% 81.13%
03.07.2024 0.75% 3.00 CHF 3.01 CHF 50'000 50'000 27'560 26'693 87'200 CHF 84'975 CHF 84.87% 84.87%
02.07.2024 0.77% 3.10 CHF 3.11 CHF 50'000 50'000 29'456 27'895 91'340 CHF 86'825 CHF 67.48% 67.48%

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