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 3.28% 0.63 CHF 0.65 CHF 62'213 50'000 61'714 50'000 39'623 CHF 33'178 CHF 99.73% 99.73%
12.07.2024 3.46% 0.66 CHF 0.68 CHF 61'641 50'000 62'137 50'000 39'427 CHF 32'854 CHF 99.01% 99.01%
11.07.2024 3.54% 0.61 CHF 0.63 CHF 63'524 50'000 64'653 50'000 38'207 CHF 30'623 CHF 99.08% 99.08%
10.07.2024 4.02% 0.56 CHF 0.59 CHF 64'951 50'000 67'765 50'000 36'498 CHF 28'039 CHF 100.00% 100.00%
09.07.2024 4.25% 0.47 CHF 0.49 CHF 71'135 50'000 70'555 50'000 34'916 CHF 25'826 CHF 97.71% 97.71%
08.07.2024 4.50% 0.50 CHF 0.52 CHF 70'805 50'000 69'392 50'000 36'546 CHF 27'551 CHF 83.78% 83.78%
05.07.2024 3.87% 0.57 CHF 0.59 CHF 67'299 50'000 65'995 50'000 38'587 CHF 30'405 CHF 98.55% 98.55%
04.07.2024 3.90% 0.55 CHF 0.57 CHF 69'101 50'000 68'801 50'000 37'284 CHF 28'174 CHF 87.95% 87.95%
03.07.2024 3.93% 0.52 CHF 0.54 CHF 70'499 50'000 70'409 50'000 36'110 CHF 26'673 CHF 98.67% 98.67%
02.07.2024 4.26% 0.50 CHF 0.52 CHF 72'111 50'000 72'225 50'000 35'508 CHF 25'660 CHF 73.75% 73.75%

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