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 1.52% 0.64 CHF 0.65 CHF 50'000 50'000 50'000 50'000 32'689 CHF 33'189 CHF 99.39% 99.39%
12.07.2024 1.35% 0.76 CHF 0.77 CHF 50'000 50'000 50'000 50'000 36'834 CHF 37'334 CHF 99.09% 99.09%
11.07.2024 1.44% 0.73 CHF 0.74 CHF 50'000 50'000 50'000 50'000 34'411 CHF 34'911 CHF 98.53% 98.53%
10.07.2024 1.56% 0.64 CHF 0.65 CHF 50'000 50'000 50'000 50'000 31'782 CHF 32'282 CHF 95.48% 95.48%
09.07.2024 1.59% 0.59 CHF 0.60 CHF 50'000 50'000 50'000 50'000 31'351 CHF 31'851 CHF 99.04% 99.04%
08.07.2024 1.50% 0.65 CHF 0.66 CHF 50'000 50'000 50'000 50'000 33'046 CHF 33'546 CHF 99.24% 99.24%
05.07.2024 1.56% 0.66 CHF 0.67 CHF 50'000 50'000 50'000 50'000 31'905 CHF 32'405 CHF 99.39% 99.39%
04.07.2024 1.83% 0.58 CHF 0.59 CHF 50'000 50'000 50'000 50'000 27'107 CHF 27'607 CHF 99.39% 99.39%
03.07.2024 2.51% 0.45 CHF 0.46 CHF 50'000 50'000 50'000 50'000 19'703 CHF 20'203 CHF 98.65% 98.65%
02.07.2024 2.70% 0.37 CHF 0.38 CHF 50'000 50'000 50'000 50'000 18'300 CHF 18'800 CHF 99.07% 99.07%

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