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 9.51% 0.30 CHF 0.31 CHF 70'000 70'000 25'063 25'063 8'124 CHF 8'486 CHF 99.74% 99.74%
12.07.2024 4.48% 0.42 CHF 0.43 CHF 60'000 60'000 29'929 29'929 11'378 CHF 11'818 CHF 100.00% 100.00%
11.07.2024 5.18% 0.36 CHF 0.37 CHF 60'000 60'000 30'221 30'221 9'670 CHF 10'093 CHF 99.71% 99.71%
10.07.2024 4.72% 0.28 CHF 0.30 CHF 70'000 70'000 32'726 32'726 9'252 CHF 9'647 CHF 99.95% 99.95%
09.07.2024 4.49% 0.29 CHF 0.30 CHF 70'000 70'000 32'745 32'745 9'283 CHF 9'666 CHF 99.62% 99.62%
08.07.2024 5.20% 0.28 CHF 0.29 CHF 70'000 70'000 32'722 32'722 9'480 CHF 9'914 CHF 99.99% 99.99%
05.07.2024 4.43% 0.28 CHF 0.29 CHF 70'000 70'000 32'841 32'841 9'407 CHF 9'789 CHF 99.64% 99.64%
04.07.2024 15.94% 0.28 CHF 0.30 CHF 30'000 30'000 10'335 10'335 2'940 CHF 3'154 CHF 98.98% 98.98%
03.07.2024 5.03% 0.28 CHF 0.29 CHF 70'000 70'000 31'539 31'539 8'205 CHF 8'567 CHF 98.48% 98.48%
02.07.2024 5.14% 0.24 CHF 0.25 CHF 70'000 70'000 32'749 32'749 7'751 CHF 8'122 CHF 99.98% 99.98%

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