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 3.28% 0.90 CHF 0.93 CHF 60'000 25'000 59'430 25'000 53'683 CHF 23'363 CHF 98.73% 98.73%
12.07.2024 3.22% 0.96 CHF 0.99 CHF 60'000 25'000 51'917 25'000 54'484 CHF 27'165 CHF 99.26% 99.26%
11.07.2024 3.36% 1.10 CHF 1.14 CHF 50'000 25'000 49'209 25'000 58'833 CHF 30'939 CHF 94.84% 94.84%
10.07.2024 2.88% 1.38 CHF 1.42 CHF 40'000 25'000 40'000 25'000 57'623 CHF 37'066 CHF 99.44% 99.44%
09.07.2024 4.43% 1.38 CHF 1.44 CHF 12'500 12'500 14'478 13'391 18'343 CHF 17'650 CHF 99.84% 99.84%
08.07.2024 2.21% 1.29 CHF 1.32 CHF 40'000 25'000 42'235 25'000 55'259 CHF 33'565 CHF 99.18% 99.18%
05.07.2024 1.77% 1.63 CHF 1.65 CHF 40'000 25'000 39'329 25'000 58'882 CHF 38'174 CHF 99.49% 99.49%
04.07.2024 2.07% 1.54 CHF 1.58 CHF 40'000 20'000 38'651 20'000 61'364 CHF 32'492 CHF 98.25% 98.25%
03.07.2024 2.11% 1.82 CHF 1.86 CHF 30'000 20'000 30'000 20'000 58'658 CHF 39'937 CHF 99.31% 99.31%
02.07.2024 1.40% 2.24 CHF 2.27 CHF 30'000 20'000 29'044 20'000 68'758 CHF 48'109 CHF 93.36% 93.36%

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