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 3.16% 0.69 CHF 0.70 CHF 120'000 120'000 54'047 54'047 38'196 CHF 39'172 CHF 100.00% 100.00%
12.07.2024 2.61% 0.71 CHF 0.72 CHF 120'000 120'000 54'677 54'677 37'357 CHF 38'187 CHF 100.00% 100.00%
11.07.2024 2.79% 0.64 CHF 0.65 CHF 122'000 122'000 55'183 55'183 35'253 CHF 36'090 CHF 99.81% 99.81%
10.07.2024 2.70% 0.64 CHF 0.65 CHF 122'000 122'000 54'884 54'884 35'800 CHF 36'632 CHF 99.99% 99.99%
09.07.2024 3.18% 0.69 CHF 0.70 CHF 120'000 120'000 53'755 53'755 38'332 CHF 39'304 CHF 99.77% 99.77%
08.07.2024 2.91% 0.76 CHF 0.77 CHF 118'000 118'000 53'240 53'240 41'719 CHF 42'687 CHF 100.00% 100.00%
05.07.2024 2.87% 0.78 CHF 0.79 CHF 118'000 118'000 52'336 52'336 41'412 CHF 42'359 CHF 99.81% 99.81%
04.07.2024 3.09% 0.81 CHF 0.83 CHF 47'000 47'000 37'434 37'434 30'265 CHF 31'167 CHF 99.98% 99.98%
03.07.2024 2.77% 0.81 CHF 0.82 CHF 116'000 116'000 52'038 52'038 43'094 CHF 44'037 CHF 99.98% 99.98%
02.07.2024 2.74% 0.83 CHF 0.84 CHF 116'000 116'000 51'751 51'751 43'324 CHF 44'261 CHF 100.00% 100.00%

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