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 5.19% 0.77 CHF 0.81 CHF 25'000 25'000 25'000 25'000 19'816 CHF 20'871 CHF 98.64% 98.64%
12.07.2024 5.59% 0.79 CHF 0.83 CHF 25'000 25'000 25'000 25'000 18'809 CHF 19'890 CHF 99.38% 99.38%
11.07.2024 5.22% 0.80 CHF 0.84 CHF 25'000 25'000 25'000 25'000 19'326 CHF 20'361 CHF 99.16% 99.16%
10.07.2024 5.33% 0.76 CHF 0.80 CHF 25'000 25'000 25'000 25'000 18'494 CHF 19'506 CHF 94.20% 94.20%
09.07.2024 5.45% 0.72 CHF 0.76 CHF 25'000 25'000 25'000 25'000 18'728 CHF 19'777 CHF 100.00% 100.00%
08.07.2024 5.26% 0.76 CHF 0.80 CHF 25'000 25'000 25'000 25'000 19'252 CHF 20'291 CHF 90.51% 90.51%
05.07.2024 5.48% 0.73 CHF 0.78 CHF 25'000 25'000 25'000 25'000 17'829 CHF 18'833 CHF 99.62% 99.62%
04.07.2024 5.74% 0.68 CHF 0.72 CHF 25'000 25'000 25'000 25'000 16'970 CHF 17'973 CHF 100.00% 100.00%
03.07.2024 6.02% 0.66 CHF 0.70 CHF 25'000 25'000 25'000 25'000 16'329 CHF 17'343 CHF 99.73% 99.73%
02.07.2024 6.61% 0.60 CHF 0.64 CHF 25'000 25'000 25'000 25'000 14'830 CHF 15'844 CHF 100.00% 100.00%

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