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 2.06% 0.83 CHF 0.84 CHF 75'000 75'000 63'467 36'028 56'308 CHF 32'042 CHF 91.07% 91.07%
12.07.2024 2.66% 0.80 CHF 0.81 CHF 75'000 75'000 78'899 37'068 55'726 CHF 27'991 CHF 81.24% 81.24%
11.07.2024 2.42% 0.73 CHF 0.74 CHF 75'000 75'000 71'943 36'232 52'972 CHF 26'849 CHF 87.49% 87.49%
10.07.2024 2.52% 0.73 CHF 0.74 CHF 75'000 75'000 76'292 38'195 54'253 CHF 27'437 CHF 76.68% 76.68%
09.07.2024 2.30% 0.80 CHF 0.81 CHF 75'000 75'000 71'078 35'445 57'038 CHF 29'433 CHF 95.59% 95.59%
08.07.2024 3.32% 0.78 CHF 0.79 CHF 75'000 75'000 93'041 34'858 53'470 CHF 22'654 CHF 93.32% 93.32%
05.07.2024 3.55% 0.46 CHF 0.47 CHF 110'000 75'000 100'281 35'361 52'009 CHF 18'923 CHF 98.18% 98.18%
04.07.2024 3.62% 0.52 CHF 0.53 CHF 100'000 75'000 100'000 34'246 51'054 CHF 18'118 CHF 84.00% 84.00%
03.07.2024 3.82% 0.50 CHF 0.51 CHF 100'000 75'000 109'438 35'490 52'394 CHF 17'363 CHF 97.03% 97.03%
02.07.2024 5.40% 0.51 CHF 0.52 CHF 100'000 75'000 149'034 35'614 51'731 CHF 14'387 CHF 94.40% 94.40%

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