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 2.50% 0.39 CHF 0.40 CHF 250'000 100'000 250'000 100'000 98'633 CHF 40'453 CHF 99.17% 99.17%
12.07.2024 2.67% 0.39 CHF 0.40 CHF 250'000 100'000 250'000 100'000 92'625 CHF 38'050 CHF 99.17% 99.17%
11.07.2024 2.81% 0.36 CHF 0.37 CHF 250'000 100'000 250'000 100'000 87'663 CHF 36'065 CHF 99.16% 99.16%
10.07.2024 3.03% 0.34 CHF 0.35 CHF 250'000 100'000 250'000 100'000 81'242 CHF 33'497 CHF 99.16% 99.16%
09.07.2024 3.02% 0.31 CHF 0.32 CHF 250'000 100'000 250'000 100'000 81'621 CHF 33'648 CHF 99.17% 99.17%
08.07.2024 3.03% 0.32 CHF 0.33 CHF 250'000 100'000 250'000 100'000 81'339 CHF 33'536 CHF 99.16% 99.16%
05.07.2024 3.21% 0.31 CHF 0.32 CHF 250'000 100'000 250'000 100'000 76'732 CHF 31'693 CHF 99.16% 99.16%
04.07.2024 3.54% 0.28 CHF 0.29 CHF 250'000 100'000 250'000 100'000 69'424 CHF 28'769 CHF 99.17% 99.17%
03.07.2024 3.68% 0.26 CHF 0.27 CHF 250'000 100'000 250'000 100'000 66'711 CHF 27'684 CHF 99.17% 99.17%
02.07.2024 4.36% 0.24 CHF 0.25 CHF 250'000 100'000 250'000 100'000 56'295 CHF 23'518 CHF 99.16% 99.16%

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