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 3.53% 0.25 CHF 0.26 CHF 200'000 200'000 195'592 195'592 54'518 CHF 56'474 CHF 99.05% 99.05%
12.07.2024 2.65% 0.34 CHF 0.35 CHF 150'000 150'000 151'408 151'408 56'462 CHF 57'976 CHF 98.81% 98.81%
11.07.2024 3.21% 0.34 CHF 0.35 CHF 175'000 175'000 174'543 174'543 53'638 CHF 55'383 CHF 96.97% 96.97%
10.07.2024 2.77% 0.35 CHF 0.36 CHF 150'000 150'000 150'000 150'000 53'474 CHF 54'974 CHF 95.12% 95.12%
09.07.2024 2.82% 0.38 CHF 0.39 CHF 150'000 150'000 151'588 151'588 52'990 CHF 54'506 CHF 98.62% 98.62%
08.07.2024 2.95% 0.34 CHF 0.35 CHF 150'000 150'000 163'907 163'907 54'706 CHF 56'345 CHF 98.59% 98.59%
05.07.2024 2.19% 0.38 CHF 0.39 CHF 150'000 150'000 128'016 128'016 57'967 CHF 59'247 CHF 99.18% 99.18%
04.07.2024 2.11% 0.47 CHF 0.48 CHF 125'000 125'000 125'000 125'000 58'748 CHF 59'998 CHF 99.18% 99.18%
03.07.2024 2.10% 0.46 CHF 0.47 CHF 125'000 125'000 125'000 125'000 58'806 CHF 60'056 CHF 98.44% 98.44%
02.07.2024 2.02% 0.45 CHF 0.46 CHF 125'000 125'000 108'066 108'066 52'756 CHF 53'837 CHF 98.86% 98.86%

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