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 1.21% 0.90 CHF 0.91 CHF 20'000 20'000 20'000 20'000 16'456 CHF 16'656 CHF 97.10% 97.10%
12.07.2024 1.25% 0.85 CHF 0.86 CHF 10'000 10'000 10'000 10'000 8'000 CHF 8'100 CHF 99.01% 99.01%
11.07.2024 1.28% 0.72 CHF 0.73 CHF 20'000 20'000 20'000 20'000 15'634 CHF 15'834 CHF 99.08% 99.08%
10.07.2024 1.18% 0.87 CHF 0.88 CHF 20'000 20'000 20'000 20'000 16'918 CHF 17'118 CHF 100.00% 100.00%
09.07.2024 1.26% 0.83 CHF 0.84 CHF 20'000 20'000 20'000 20'000 15'751 CHF 15'951 CHF 100.00% 100.00%
08.07.2024 1.34% 0.81 CHF 0.82 CHF 10'000 10'000 10'000 10'000 7'433 CHF 7'533 CHF 100.00% 100.00%
05.07.2024 1.38% 0.72 CHF 0.73 CHF 20'000 20'000 20'000 20'000 14'392 CHF 14'592 CHF 98.86% 98.86%
04.07.2024 1.21% 0.81 CHF 0.82 CHF 20'000 20'000 20'000 20'000 16'489 CHF 16'689 CHF 100.00% 100.00%
03.07.2024 1.04% 0.96 CHF 0.97 CHF 20'000 20'000 20'000 20'000 19'216 CHF 19'416 CHF 82.74% 82.74%
02.07.2024 0.91% 1.02 CHF 1.03 CHF 20'000 20'000 20'000 20'000 21'888 CHF 22'088 CHF 100.00% 100.00%

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