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 5.28% 0.35 CHF 0.37 CHF 150'000 50'000 142'410 50'000 51'193 CHF 18'957 CHF 98.72% 98.72%
12.07.2024 5.25% 0.38 CHF 0.39 CHF 140'000 50'000 140'015 50'000 51'270 CHF 19'296 CHF 99.38% 99.38%
11.07.2024 5.34% 0.36 CHF 0.38 CHF 140'000 50'000 151'816 50'000 51'546 CHF 17'930 CHF 58.98% 58.98%
10.07.2024 5.35% 0.34 CHF 0.35 CHF 150'000 50'000 157'444 50'000 51'430 CHF 17'232 CHF 45.60% 45.60%
09.07.2024 4.54% 0.31 CHF 0.33 CHF 159'005 50'000 155'015 50'000 51'239 CHF 17'301 CHF 68.18% 68.18%
08.07.2024 4.73% 0.35 CHF 0.37 CHF 150'000 50'000 148'703 50'000 52'064 CHF 18'358 CHF 100.00% 100.00%
05.07.2024 5.41% 0.35 CHF 0.37 CHF 150'000 50'000 141'845 50'000 50'776 CHF 18'899 CHF 99.62% 99.62%
04.07.2024 5.21% 0.35 CHF 0.37 CHF 150'000 50'000 147'434 50'000 51'847 CHF 18'531 CHF 100.00% 100.00%
03.07.2024 5.82% 0.34 CHF 0.35 CHF 158'609 50'000 158'639 50'000 52'293 CHF 17'469 CHF 52.24% 52.24%
02.07.2024 5.15% 0.31 CHF 0.33 CHF 160'577 50'000 160'183 50'000 49'935 CHF 16'411 CHF 57.28% 57.28%

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