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 5.77% 0.17 CHF 0.18 CHF 900'000 300'000 900'000 300'000 151'637 CHF 53'546 CHF 95.65% 95.65%
12.07.2024 4.94% 0.19 CHF 0.20 CHF 900'000 300'000 775'779 258'593 152'991 CHF 53'583 CHF 99.46% 99.46%
11.07.2024 4.06% 0.23 CHF 0.24 CHF 750'000 250'000 750'000 250'000 181'437 CHF 62'979 CHF 98.35% 98.35%
10.07.2024 4.43% 0.22 CHF 0.23 CHF 750'000 250'000 750'000 250'000 165'527 CHF 57'676 CHF 96.16% 96.16%
09.07.2024 4.36% 0.24 CHF 0.25 CHF 750'000 250'000 750'000 250'000 168'382 CHF 58'627 CHF 96.97% 96.97%
08.07.2024 5.15% 0.21 CHF 0.22 CHF 750'000 250'000 773'794 257'931 146'760 CHF 51'499 CHF 93.54% 93.54%
05.07.2024 4.60% 0.19 CHF 0.20 CHF 900'000 300'000 765'897 255'299 162'834 CHF 56'831 CHF 96.06% 96.06%
04.07.2024 4.46% 0.21 CHF 0.22 CHF 750'000 250'000 750'000 250'000 164'383 CHF 57'294 CHF 99.57% 99.57%
03.07.2024 4.76% 0.23 CHF 0.24 CHF 750'000 250'000 750'000 250'000 154'191 CHF 53'897 CHF 98.77% 98.77%
02.07.2024 5.52% 0.21 CHF 0.22 CHF 750'000 250'000 871'609 290'536 153'676 CHF 54'131 CHF 99.59% 99.59%

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