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 5.81% 6.71 CHF 6.90 CHF 25'000 25'000 13'214 12'950 81'350 CHF 83'834 CHF 99.33% 99.33%
12.07.2024 5.68% 6.26 CHF 6.46 CHF 25'000 25'000 13'288 13'083 82'470 CHF 85'378 CHF 97.10% 97.10%
11.07.2024 5.66% 6.48 CHF 6.70 CHF 20'000 20'000 12'169 11'909 85'131 CHF 87'736 CHF 98.01% 98.01%
10.07.2024 5.50% 7.23 CHF 7.46 CHF 20'000 20'000 12'138 11'611 91'877 CHF 92'354 CHF 99.56% 99.56%
09.07.2024 5.44% 8.07 CHF 8.30 CHF 20'000 20'000 12'136 11'610 94'256 CHF 94'735 CHF 99.62% 99.62%
08.07.2024 5.55% 7.76 CHF 7.99 CHF 20'000 20'000 12'137 11'610 93'671 CHF 94'202 CHF 99.62% 99.62%
05.07.2024 5.53% 8.10 CHF 8.32 CHF 20'000 20'000 12'176 11'650 92'444 CHF 92'984 CHF 98.26% 98.26%
04.07.2024 5.61% 7.55 CHF 7.78 CHF 20'000 20'000 12'158 11'629 90'374 CHF 90'900 CHF 99.13% 99.13%
03.07.2024 5.35% 7.51 CHF 7.73 CHF 20'000 20'000 12'147 11'886 90'126 CHF 92'628 CHF 99.63% 99.63%
02.07.2024 1.13% 7.60 CHF 7.64 CHF 20'000 20'000 12'132 11'868 88'070 CHF 87'056 CHF 99.59% 99.59%

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