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 1.71% 0.65 CHF 0.66 CHF 71'214 50'000 69'672 50'000 46'891 CHF 34'241 CHF 98.73% 98.73%
12.07.2024 1.79% 0.68 CHF 0.69 CHF 69'463 50'000 71'075 50'000 46'378 CHF 33'223 CHF 99.38% 99.38%
11.07.2024 1.72% 0.64 CHF 0.65 CHF 71'554 50'000 71'392 50'000 46'030 CHF 32'798 CHF 99.16% 99.16%
10.07.2024 1.88% 0.65 CHF 0.66 CHF 71'257 50'000 70'838 50'000 46'784 CHF 33'656 CHF 100.00% 100.00%
09.07.2024 1.80% 0.66 CHF 0.67 CHF 70'839 50'000 69'407 50'000 48'008 CHF 35'220 CHF 100.00% 100.00%
08.07.2024 1.89% 0.64 CHF 0.66 CHF 72'004 50'000 71'920 50'000 46'390 CHF 32'870 CHF 94.52% 94.52%
05.07.2024 1.84% 0.64 CHF 0.66 CHF 72'078 50'000 67'682 47'893 44'193 CHF 31'824 CHF 99.62% 99.62%
04.07.2024 1.94% 0.57 CHF 0.58 CHF 77'577 50'000 77'976 50'000 43'540 CHF 28'470 CHF 100.00% 100.00%
03.07.2024 1.71% 0.57 CHF 0.58 CHF 76'972 50'000 76'320 50'000 44'144 CHF 29'430 CHF 99.73% 99.73%
02.07.2024 2.32% 0.58 CHF 0.59 CHF 76'845 50'000 78'112 50'000 43'501 CHF 28'500 CHF 100.00% 100.00%

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