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 2.07% 0.97 CHF 0.99 CHF 100'000 100'000 100'000 100'000 95'856 CHF 97'856 CHF 98.06% 98.06%
12.07.2024 2.06% 0.98 CHF 1.00 CHF 100'000 100'000 100'000 100'000 96'053 CHF 98'053 CHF 99.55% 99.55%
11.07.2024 2.14% 0.94 CHF 0.96 CHF 100'000 100'000 100'000 100'000 92'261 CHF 94'261 CHF 99.45% 99.45%
10.07.2024 2.19% 0.92 CHF 0.94 CHF 100'000 100'000 100'000 100'000 90'528 CHF 92'528 CHF 99.52% 99.52%
09.07.2024 2.25% 0.88 CHF 0.90 CHF 100'000 100'000 100'000 100'000 87'938 CHF 89'938 CHF 99.52% 99.52%
08.07.2024 2.18% 0.90 CHF 0.92 CHF 100'000 100'000 100'000 100'000 90'842 CHF 92'842 CHF 99.52% 99.52%
05.07.2024 2.11% 0.91 CHF 0.93 CHF 100'000 100'000 100'000 100'000 93'922 CHF 95'922 CHF 98.45% 98.45%
04.07.2024 2.15% 0.93 CHF 0.95 CHF 100'000 100'000 100'000 100'000 91'917 CHF 93'917 CHF 98.68% 98.68%
03.07.2024 2.18% 0.91 CHF 0.93 CHF 100'000 100'000 100'000 100'000 90'817 CHF 92'817 CHF 99.49% 99.49%
02.07.2024 2.38% 0.84 CHF 0.86 CHF 100'000 100'000 100'000 100'000 83'187 CHF 85'187 CHF 99.57% 99.57%

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