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 6.46% 0.14 CHF 0.15 CHF 203'457 50'000 192'411 50'000 28'881 CHF 8'009 CHF 81.98% 81.98%
12.07.2024 6.67% 0.14 CHF 0.15 CHF 201'881 50'000 198'950 50'000 28'869 CHF 7'759 CHF 91.40% 91.40%
11.07.2024 6.63% 0.14 CHF 0.15 CHF 199'019 50'000 199'871 50'000 29'175 CHF 7'800 CHF 98.67% 98.67%
10.07.2024 7.89% 0.13 CHF 0.14 CHF 224'517 50'000 226'538 50'000 27'594 CHF 6'591 CHF 99.41% 99.41%
09.07.2024 8.07% 0.11 CHF 0.12 CHF 234'663 50'000 229'811 50'000 27'336 CHF 6'449 CHF 87.04% 87.04%
08.07.2024 8.01% 0.11 CHF 0.12 CHF 238'910 50'000 238'676 50'000 28'611 CHF 6'495 CHF 88.03% 88.03%
05.07.2024 8.26% 0.11 CHF 0.12 CHF 241'155 50'000 241'220 50'000 28'057 CHF 6'316 CHF 97.09% 97.09%
04.07.2024 8.16% 0.12 CHF 0.13 CHF 242'980 50'000 244'384 50'000 28'773 CHF 6'387 CHF 98.24% 98.24%
03.07.2024 9.24% 0.11 CHF 0.12 CHF 256'412 50'000 267'792 50'000 27'689 CHF 5'674 CHF 99.65% 99.65%
02.07.2024 10.36% 0.10 CHF 0.11 CHF 286'147 50'000 298'438 50'000 27'378 CHF 5'092 CHF 98.10% 98.10%

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