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 0.74% 2.97 CHF 2.98 CHF 50'000 50'000 31'401 30'696 94'050 CHF 92'502 CHF 55.72% 55.72%
12.07.2024 0.61% 2.87 CHF 2.88 CHF 50'000 50'000 38'881 38'668 110'784 CHF 110'720 CHF 33.82% 33.82%
11.07.2024 0.85% 2.77 CHF 2.78 CHF 50'000 50'000 29'560 27'976 83'495 CHF 79'515 CHF 66.41% 66.41%
10.07.2024 0.91% 2.84 CHF 2.85 CHF 50'000 50'000 27'074 25'908 76'047 CHF 73'315 CHF 90.27% 90.27%
09.07.2024 0.97% 2.72 CHF 2.73 CHF 50'000 50'000 26'405 25'350 71'078 CHF 68'845 CHF 99.69% 99.69%
08.07.2024 0.98% 2.65 CHF 2.66 CHF 50'000 50'000 27'777 26'496 73'237 CHF 70'441 CHF 82.11% 82.11%
05.07.2024 1.05% 2.57 CHF 2.58 CHF 50'000 50'000 33'898 25'462 84'397 CHF 64'144 CHF 98.36% 98.36%
04.07.2024 0.97% 2.50 CHF 2.51 CHF 50'000 50'000 35'273 27'628 87'398 CHF 69'064 CHF 81.13% 81.13%
03.07.2024 0.97% 2.40 CHF 2.41 CHF 50'000 50'000 27'560 26'693 70'776 CHF 69'090 CHF 84.87% 84.87%
02.07.2024 0.92% 2.51 CHF 2.52 CHF 50'000 50'000 29'749 27'846 74'489 CHF 70'057 CHF 67.32% 67.32%

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