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 4.08% 0.25 CHF 0.26 CHF 200'000 30'000 198'355 29'450 50'393 CHF 7'784 CHF 99.33% 99.33%
12.07.2024 3.79% 0.26 CHF 0.27 CHF 200'000 30'000 199'539 30'000 51'591 CHF 8'057 CHF 99.48% 99.48%
11.07.2024 3.70% 0.26 CHF 0.27 CHF 200'000 30'000 193'259 30'000 51'328 CHF 8'271 CHF 98.51% 98.51%
10.07.2024 3.60% 0.28 CHF 0.29 CHF 180'000 30'000 189'560 30'000 51'710 CHF 8'484 CHF 99.51% 99.51%
09.07.2024 3.58% 0.27 CHF 0.28 CHF 190'000 30'000 186'797 30'000 51'275 CHF 8'543 CHF 99.53% 99.53%
08.07.2024 3.17% 0.30 CHF 0.31 CHF 170'000 30'000 166'692 30'000 51'778 CHF 9'623 CHF 99.51% 99.51%
05.07.2024 2.94% 0.32 CHF 0.33 CHF 160'000 30'000 155'091 30'000 51'947 CHF 10'359 CHF 98.48% 98.48%
04.07.2024 2.84% 0.35 CHF 0.36 CHF 150'000 30'000 150'000 30'000 51'983 CHF 10'697 CHF 98.66% 98.66%
03.07.2024 2.96% 0.34 CHF 0.35 CHF 150'000 30'000 155'340 30'000 51'620 CHF 10'273 CHF 99.02% 99.02%
02.07.2024 3.53% 0.28 CHF 0.28 CHF 190'000 30'000 184'495 30'000 51'270 CHF 8'643 CHF 99.47% 99.47%

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