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 3.64% 0.49 CHF 0.50 CHF 500'000 500'000 187'701 187'701 92'503 CHF 95'161 CHF 98.68% 98.68%
12.07.2024 3.44% 0.45 CHF 0.46 CHF 500'000 500'000 186'856 186'856 92'396 CHF 95'048 CHF 99.64% 99.64%
11.07.2024 3.60% 0.50 CHF 0.51 CHF 500'000 500'000 195'197 195'197 95'091 CHF 97'805 CHF 90.61% 90.61%
10.07.2024 6.18% 0.50 CHF 0.52 CHF 500'000 500'000 187'842 187'842 97'914 CHF 103'231 CHF 97.65% 97.65%
09.07.2024 6.22% 0.60 CHF 0.62 CHF 500'000 500'000 189'463 189'463 108'627 CHF 113'969 CHF 96.14% 96.14%
08.07.2024 5.28% 0.66 CHF 0.68 CHF 500'000 500'000 186'915 186'915 121'260 CHF 126'564 CHF 99.58% 99.58%
05.07.2024 5.89% 0.72 CHF 0.75 CHF 300'000 300'000 111'852 111'852 92'599 CHF 97'366 CHF 95.77% 95.77%
04.07.2024 6.37% 0.93 CHF 0.99 CHF 60'000 60'000 60'000 60'000 54'758 CHF 58'358 CHF 93.96% 93.96%
03.07.2024 5.65% 0.93 CHF 0.96 CHF 300'000 300'000 112'115 112'115 104'403 CHF 109'175 CHF 99.63% 99.63%
02.07.2024 4.30% 1.14 CHF 1.17 CHF 200'000 200'000 85'861 78'252 100'933 CHF 94'991 CHF 89.51% 89.51%

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