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 3.53% 0.42 CHF 0.44 CHF 120'000 50'000 110'669 50'000 52'638 CHF 24'673 CHF 82.98% 82.98%
12.07.2024 5.75% 0.49 CHF 0.51 CHF 25'000 25'000 25'000 25'000 11'809 CHF 12'508 CHF 99.01% 99.01%
11.07.2024 5.71% 0.49 CHF 0.52 CHF 25'000 25'000 25'000 25'000 12'063 CHF 12'771 CHF 98.71% 98.71%
10.07.2024 6.54% 0.44 CHF 0.47 CHF 25'000 25'000 25'000 25'000 10'756 CHF 11'480 CHF 99.81% 99.81%
09.07.2024 5.87% 0.46 CHF 0.49 CHF 25'000 25'000 25'000 25'000 11'920 CHF 12'641 CHF 100.00% 100.00%
08.07.2024 3.57% 0.48 CHF 0.50 CHF 110'000 50'000 100'939 50'000 52'322 CHF 26'873 CHF 100.00% 100.00%
05.07.2024 3.66% 0.53 CHF 0.54 CHF 100'000 50'000 100'000 50'000 51'865 CHF 26'899 CHF 98.86% 98.86%
04.07.2024 3.36% 0.53 CHF 0.55 CHF 100'000 50'000 100'000 50'000 52'886 CHF 27'347 CHF 100.00% 100.00%
03.07.2024 4.68% 0.54 CHF 0.56 CHF 100'000 50'000 50'767 33'561 26'173 CHF 18'079 CHF 99.81% 99.81%
02.07.2024 4.65% 0.42 CHF 0.44 CHF 120'000 50'000 125'597 50'000 49'578 CHF 20'685 CHF 98.88% 98.88%

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