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 6.35% 0.16 CHF 0.17 CHF 350'000 350'000 344'810 344'810 52'578 CHF 56'026 CHF 99.04% 99.04%
12.07.2024 5.43% 0.17 CHF 0.18 CHF 300'000 300'000 297'811 297'811 53'349 CHF 56'327 CHF 98.82% 98.82%
11.07.2024 5.37% 0.19 CHF 0.20 CHF 300'000 300'000 297'890 297'890 53'945 CHF 56'924 CHF 95.45% 95.45%
10.07.2024 5.40% 0.18 CHF 0.19 CHF 300'000 300'000 299'547 299'547 53'935 CHF 56'930 CHF 95.13% 95.13%
09.07.2024 5.05% 0.19 CHF 0.20 CHF 275'000 275'000 267'015 267'015 51'496 CHF 54'166 CHF 98.65% 98.65%
08.07.2024 4.75% 0.20 CHF 0.21 CHF 250'000 250'000 250'525 250'525 51'500 CHF 54'005 CHF 98.57% 98.57%
05.07.2024 4.11% 0.23 CHF 0.24 CHF 225'000 225'000 225'000 225'000 53'649 CHF 55'899 CHF 99.18% 99.18%
04.07.2024 4.05% 0.24 CHF 0.25 CHF 225'000 225'000 219'941 219'941 53'216 CHF 55'415 CHF 99.18% 99.18%
03.07.2024 4.60% 0.25 CHF 0.26 CHF 225'000 225'000 247'616 247'616 52'596 CHF 55'072 CHF 98.44% 98.44%
02.07.2024 4.44% 0.22 CHF 0.23 CHF 225'000 225'000 237'977 237'977 52'369 CHF 54'749 CHF 98.79% 98.79%

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