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 5.25% 0.17 CHF 0.18 CHF 900'000 300'000 774'342 258'114 143'579 CHF 50'441 CHF 94.85% 94.85%
12.07.2024 5.20% 0.18 CHF 0.19 CHF 750'000 250'000 750'529 250'176 140'629 CHF 49'378 CHF 99.26% 99.26%
11.07.2024 5.27% 0.18 CHF 0.19 CHF 750'000 250'000 756'658 252'219 139'760 CHF 49'109 CHF 98.13% 98.13%
10.07.2024 6.41% 0.16 CHF 0.17 CHF 900'000 300'000 900'000 300'000 135'846 CHF 48'282 CHF 99.32% 99.32%
09.07.2024 7.34% 0.14 CHF 0.15 CHF 900'000 300'000 971'305 371'305 127'524 CHF 52'401 CHF 99.41% 99.41%
08.07.2024 6.98% 0.14 CHF 0.15 CHF 900'000 300'000 900'000 300'000 124'588 CHF 44'529 CHF 98.73% 98.73%
05.07.2024 7.40% 0.13 CHF 0.14 CHF 1'000'000 400'000 920'893 320'893 119'899 CHF 44'921 CHF 98.79% 98.79%
04.07.2024 6.97% 0.14 CHF 0.15 CHF 900'000 300'000 900'000 300'000 124'774 CHF 44'591 CHF 99.36% 99.36%
03.07.2024 7.35% 0.12 CHF 0.13 CHF 1'000'000 400'000 918'794 318'794 120'458 CHF 44'877 CHF 99.28% 99.28%
02.07.2024 7.07% 0.14 CHF 0.15 CHF 900'000 300'000 900'000 300'000 122'903 CHF 43'968 CHF 99.31% 99.31%

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