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 1.36% 0.75 CHF 0.76 CHF 600'000 200'000 600'000 200'000 437'436 CHF 147'812 CHF 97.93% 97.93%
12.07.2024 1.51% 0.69 CHF 0.70 CHF 600'000 200'000 600'000 200'000 394'416 CHF 133'472 CHF 98.92% 98.92%
11.07.2024 1.68% 0.63 CHF 0.64 CHF 600'000 200'000 698'795 232'932 411'812 CHF 139'600 CHF 97.28% 97.28%
10.07.2024 1.73% 0.59 CHF 0.60 CHF 750'000 250'000 749'838 249'946 430'259 CHF 145'919 CHF 89.28% 89.28%
09.07.2024 1.69% 0.58 CHF 0.59 CHF 750'000 250'000 735'147 245'049 432'501 CHF 146'618 CHF 99.39% 99.39%
08.07.2024 1.70% 0.59 CHF 0.60 CHF 600'000 200'000 731'335 243'779 426'222 CHF 144'512 CHF 97.55% 97.55%
05.07.2024 1.68% 0.59 CHF 0.60 CHF 750'000 250'000 709'403 236'468 419'678 CHF 142'258 CHF 96.91% 96.91%
04.07.2024 1.66% 0.59 CHF 0.60 CHF 600'000 200'000 608'987 202'996 364'375 CHF 123'488 CHF 99.37% 99.37%
03.07.2024 1.63% 0.60 CHF 0.61 CHF 750'000 250'000 613'160 204'387 374'099 CHF 126'744 CHF 97.77% 97.77%
02.07.2024 1.67% 0.60 CHF 0.61 CHF 750'000 250'000 727'920 242'640 431'738 CHF 146'339 CHF 94.39% 94.39%

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