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 1.86% 13.35 CHF 13.60 CHF 10'000 5'000 10'000 5'000 133'149 CHF 67'824 CHF 98.73% 98.73%
12.07.2024 1.90% 12.88 CHF 13.11 CHF 10'000 5'000 10'000 5'000 122'093 CHF 62'218 CHF 99.35% 99.35%
11.07.2024 1.83% 11.85 CHF 12.06 CHF 10'000 5'000 10'000 5'000 113'523 CHF 57'811 CHF 94.95% 94.95%
10.07.2024 2.03% 10.44 CHF 10.64 CHF 10'000 5'000 10'000 5'000 101'370 CHF 51'725 CHF 99.52% 99.52%
09.07.2024 2.13% 10.39 CHF 10.63 CHF 2'500 2'500 3'034 2'678 33'569 CHF 30'336 CHF 99.84% 99.84%
08.07.2024 1.06% 11.11 CHF 11.23 CHF 10'000 5'000 10'000 5'000 110'128 CHF 55'652 CHF 99.11% 99.11%
05.07.2024 1.21% 9.81 CHF 9.94 CHF 10'000 5'000 10'000 5'000 104'085 CHF 52'673 CHF 99.61% 99.61%
04.07.2024 1.09% 10.29 CHF 10.40 CHF 10'000 5'000 10'000 5'000 101'305 CHF 51'210 CHF 98.25% 98.25%
03.07.2024 1.09% 9.35 CHF 9.45 CHF 10'000 7'500 10'000 7'500 90'349 CHF 68'501 CHF 99.31% 99.31%
02.07.2024 1.43% 8.45 CHF 8.56 CHF 10'000 5'000 10'000 5'000 79'884 CHF 40'516 CHF 93.41% 93.41%

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