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 0.97% 1.67 CHF 1.68 CHF 50'000 50'000 38'453 30'733 65'271 CHF 52'697 CHF 55.82% 55.82%
12.07.2024 0.91% 1.57 CHF 1.58 CHF 50'000 50'000 46'284 38'638 71'370 CHF 60'502 CHF 33.71% 33.71%
11.07.2024 1.15% 1.48 CHF 1.49 CHF 50'000 50'000 43'200 28'021 66'449 CHF 43'258 CHF 66.51% 66.51%
10.07.2024 1.21% 1.54 CHF 1.55 CHF 50'000 50'000 42'358 25'910 63'988 CHF 39'549 CHF 90.26% 90.26%
09.07.2024 1.30% 1.42 CHF 1.43 CHF 50'000 50'000 42'135 25'351 58'550 CHF 35'800 CHF 99.67% 99.67%
08.07.2024 1.37% 1.35 CHF 1.36 CHF 50'000 50'000 42'539 26'328 56'787 CHF 35'781 CHF 81.50% 81.50%
05.07.2024 1.51% 1.27 CHF 1.28 CHF 50'000 50'000 50'000 25'464 59'370 CHF 30'981 CHF 98.35% 98.35%
04.07.2024 1.45% 1.20 CHF 1.21 CHF 50'000 50'000 50'000 27'628 58'853 CHF 33'022 CHF 81.13% 81.13%
03.07.2024 1.39% 1.10 CHF 1.11 CHF 50'000 50'000 42'520 26'694 54'104 CHF 34'217 CHF 84.86% 84.86%
02.07.2024 1.38% 1.20 CHF 1.21 CHF 50'000 50'000 43'513 27'899 53'589 CHF 33'652 CHF 67.45% 67.45%

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