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 5.47% 9.47 CHF 9.77 CHF 20'000 20'000 12'191 7'505 114'252 CHF 72'687 CHF 98.65% 98.65%
12.07.2024 9.95% 10.65 CHF 11.15 CHF 20'000 20'000 12'171 7'474 107'406 CHF 73'501 CHF 99.63% 99.63%
11.07.2024 8.82% 9.08 CHF 9.58 CHF 20'000 20'000 12'376 7'801 117'332 CHF 78'966 CHF 90.55% 90.55%
10.07.2024 6.54% 9.48 CHF 9.78 CHF 30'000 30'000 14'391 11'269 124'576 CHF 105'396 CHF 97.62% 97.62%
09.07.2024 6.31% 7.54 CHF 7.84 CHF 20'000 20'000 12'245 7'591 98'263 CHF 63'035 CHF 96.23% 96.23%
08.07.2024 7.73% 6.93 CHF 7.23 CHF 30'000 30'000 14'370 11'244 98'029 CHF 82'247 CHF 98.94% 98.94%
05.07.2024 7.34% 6.13 CHF 6.33 CHF 30'000 30'000 22'147 11'152 108'470 CHF 61'468 CHF 95.59% 95.59%
04.07.2024 8.57% 4.30 CHF 4.70 CHF 20'000 6'000 20'000 6'000 89'379 CHF 29'214 CHF 97.26% 97.26%
03.07.2024 7.64% 4.54 CHF 4.74 CHF 30'000 30'000 22'171 11'210 99'282 CHF 53'289 CHF 99.62% 99.62%
02.07.2024 10.49% 3.62 CHF 3.82 CHF 50'000 50'000 27'134 19'512 90'056 CHF 71'720 CHF 89.35% 89.35%

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