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 4.02% 0.61 CHF 0.62 CHF 120'000 120'000 54'047 54'047 32'095 CHF 33'071 CHF 100.00% 100.00%
12.07.2024 2.83% 0.60 CHF 0.61 CHF 120'000 120'000 54'679 54'679 34'186 CHF 35'016 CHF 100.00% 100.00%
11.07.2024 2.64% 0.67 CHF 0.68 CHF 122'000 122'000 55'177 55'177 36'980 CHF 37'817 CHF 99.81% 99.81%
10.07.2024 2.71% 0.68 CHF 0.69 CHF 122'000 122'000 54'891 54'891 36'320 CHF 37'152 CHF 100.00% 100.00%
09.07.2024 3.94% 0.63 CHF 0.64 CHF 120'000 120'000 53'764 53'764 31'968 CHF 32'941 CHF 99.73% 99.73%
08.07.2024 4.45% 0.55 CHF 0.56 CHF 118'000 118'000 53'240 53'240 27'926 CHF 28'894 CHF 100.00% 100.00%
05.07.2024 4.52% 0.54 CHF 0.55 CHF 118'000 118'000 52'340 52'340 27'285 CHF 28'232 CHF 99.81% 99.81%
04.07.2024 4.89% 0.51 CHF 0.53 CHF 47'000 47'000 37'434 37'434 18'936 CHF 19'839 CHF 99.98% 99.98%
03.07.2024 4.70% 0.51 CHF 0.52 CHF 116'000 116'000 52'038 52'038 25'561 CHF 26'504 CHF 99.98% 99.98%
02.07.2024 4.78% 0.50 CHF 0.51 CHF 116'000 116'000 51'750 51'750 25'128 CHF 26'065 CHF 100.00% 100.00%

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