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 1.31% 0.75 CHF 0.76 CHF 75'000 75'000 75'000 75'000 57'105 CHF 57'855 CHF 99.04% 99.04%
12.07.2024 1.46% 0.70 CHF 0.71 CHF 75'000 75'000 78'430 78'430 53'130 CHF 53'914 CHF 98.83% 98.83%
11.07.2024 1.44% 0.66 CHF 0.67 CHF 75'000 75'000 75'790 75'790 52'167 CHF 52'925 CHF 98.06% 98.06%
10.07.2024 1.45% 0.69 CHF 0.70 CHF 75'000 75'000 75'679 75'679 51'949 CHF 52'706 CHF 63.50% 63.50%
09.07.2024 1.57% 0.64 CHF 0.65 CHF 100'000 100'000 100'000 100'000 63'224 CHF 64'224 CHF 98.66% 98.66%
08.07.2024 1.63% 0.61 CHF 0.62 CHF 100'000 100'000 100'000 100'000 61'003 CHF 62'003 CHF 98.55% 98.55%
05.07.2024 1.79% 0.59 CHF 0.60 CHF 100'000 100'000 100'000 100'000 55'477 CHF 56'477 CHF 99.17% 99.17%
04.07.2024 1.80% 0.56 CHF 0.57 CHF 100'000 100'000 100'000 100'000 55'106 CHF 56'106 CHF 99.18% 99.18%
03.07.2024 1.73% 0.53 CHF 0.54 CHF 100'000 100'000 100'000 100'000 57'381 CHF 58'381 CHF 98.43% 98.43%
02.07.2024 1.76% 0.54 CHF 0.55 CHF 100'000 100'000 102'900 102'900 58'061 CHF 59'090 CHF 98.77% 98.77%

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