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 2.18% 0.75 CHF 0.76 CHF 70'000 50'000 70'000 30'643 53'923 CHF 24'183 CHF 55.56% 55.56%
12.07.2024 2.28% 0.65 CHF 0.66 CHF 80'000 50'000 86'745 38'674 52'798 CHF 24'801 CHF 33.81% 33.81%
11.07.2024 2.87% 0.55 CHF 0.56 CHF 100'000 50'000 86'072 28'022 52'673 CHF 17'311 CHF 66.50% 66.50%
10.07.2024 3.05% 0.61 CHF 0.62 CHF 90'000 50'000 90'085 25'911 52'465 CHF 15'479 CHF 90.25% 90.25%
09.07.2024 3.87% 0.49 CHF 0.50 CHF 110'000 50'000 113'707 25'351 52'240 CHF 12'293 CHF 99.66% 99.66%
08.07.2024 4.30% 0.43 CHF 0.44 CHF 120'000 50'000 128'964 26'499 52'127 CHF 11'446 CHF 82.09% 82.09%
05.07.2024 7.00% 0.34 CHF 0.35 CHF 150'000 50'000 198'035 25'465 50'917 CHF 7'374 CHF 98.34% 98.34%
04.07.2024 6.75% 0.27 CHF 0.28 CHF 190'000 50'000 204'148 27'628 50'431 CHF 7'350 CHF 81.13% 81.13%
03.07.2024 4.81% 0.17 CHF 0.18 CHF 300'000 50'000 153'248 26'694 51'454 CHF 9'365 CHF 84.86% 84.86%
02.07.2024 5.84% 0.27 CHF 0.28 CHF 190'000 50'000 198'091 27'900 51'868 CHF 7'652 CHF 67.44% 67.44%

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