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 13.85% 0.19 CHF 0.20 CHF 70'000 70'000 25'069 25'069 5'176 CHF 5'512 CHF 99.74% 99.74%
12.07.2024 6.45% 0.30 CHF 0.31 CHF 60'000 60'000 29'930 29'930 7'673 CHF 8'101 CHF 100.00% 100.00%
11.07.2024 6.45% 0.23 CHF 0.24 CHF 60'000 60'000 30'222 30'222 6'048 CHF 6'394 CHF 99.70% 99.70%
10.07.2024 7.02% 0.16 CHF 0.17 CHF 70'000 70'000 32'726 32'726 5'415 CHF 5'779 CHF 99.95% 99.95%
09.07.2024 7.05% 0.17 CHF 0.18 CHF 70'000 70'000 32'746 32'746 5'493 CHF 5'861 CHF 99.61% 99.61%
08.07.2024 6.82% 0.17 CHF 0.18 CHF 70'000 70'000 32'722 32'722 5'712 CHF 6'083 CHF 99.99% 99.99%
05.07.2024 6.51% 0.17 CHF 0.18 CHF 70'000 70'000 32'843 32'843 5'596 CHF 5'949 CHF 99.64% 99.64%
04.07.2024 24.50% 0.17 CHF 0.18 CHF 30'000 30'000 10'335 10'335 1'742 CHF 1'946 CHF 98.98% 98.98%
03.07.2024 7.21% 0.16 CHF 0.17 CHF 70'000 70'000 31'539 31'539 4'686 CHF 5'010 CHF 98.48% 98.48%
02.07.2024 7.59% 0.13 CHF 0.14 CHF 70'000 70'000 32'755 32'755 4'304 CHF 4'633 CHF 100.00% 100.00%

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