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 7.11% 0.56 CHF 0.57 CHF 50'000 50'000 18'915 18'915 11'540 CHF 11'975 CHF 99.59% 99.59%
12.07.2024 4.38% 0.80 CHF 0.81 CHF 50'000 50'000 25'629 25'629 18'493 CHF 19'156 CHF 100.00% 100.00%
11.07.2024 5.26% 0.68 CHF 0.69 CHF 50'000 50'000 25'821 25'821 15'645 CHF 16'305 CHF 99.71% 99.71%
10.07.2024 5.23% 0.53 CHF 0.54 CHF 60'000 60'000 30'595 30'595 16'323 CHF 17'020 CHF 99.95% 99.95%
09.07.2024 5.21% 0.55 CHF 0.56 CHF 60'000 60'000 30'613 30'613 16'371 CHF 17'068 CHF 99.62% 99.62%
08.07.2024 5.04% 0.53 CHF 0.54 CHF 60'000 60'000 30'595 30'595 16'784 CHF 17'482 CHF 99.99% 99.99%
05.07.2024 5.26% 0.53 CHF 0.54 CHF 60'000 60'000 30'705 30'705 16'430 CHF 17'131 CHF 99.64% 99.64%
04.07.2024 11.82% 0.53 CHF 0.55 CHF 30'000 30'000 10'335 10'335 5'466 CHF 5'826 CHF 98.98% 98.98%
03.07.2024 4.92% 0.52 CHF 0.53 CHF 60'000 60'000 29'375 29'375 14'109 CHF 14'659 CHF 98.44% 98.44%
02.07.2024 5.27% 0.44 CHF 0.45 CHF 60'000 60'000 30'623 30'623 13'264 CHF 13'856 CHF 99.99% 99.99%

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