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 4.20% 0.72 CHF 0.76 CHF 25'000 25'000 25'000 25'000 18'746 CHF 19'551 CHF 98.72% 98.72%
12.07.2024 4.14% 0.75 CHF 0.78 CHF 25'000 25'000 25'000 25'000 17'739 CHF 18'489 CHF 99.38% 99.38%
11.07.2024 4.03% 0.76 CHF 0.79 CHF 25'000 25'000 25'000 25'000 18'232 CHF 18'982 CHF 99.15% 99.15%
10.07.2024 4.23% 0.71 CHF 0.74 CHF 25'000 25'000 25'000 25'000 17'354 CHF 18'104 CHF 94.20% 94.20%
09.07.2024 4.17% 0.67 CHF 0.70 CHF 25'000 25'000 25'000 25'000 17'616 CHF 18'366 CHF 100.00% 100.00%
08.07.2024 4.53% 0.71 CHF 0.74 CHF 25'000 25'000 25'000 25'000 18'117 CHF 18'956 CHF 90.51% 90.51%
05.07.2024 3.69% 0.69 CHF 0.72 CHF 25'000 25'000 62'051 43'559 41'238 CHF 30'025 CHF 99.62% 99.62%
04.07.2024 3.54% 0.64 CHF 0.66 CHF 75'449 50'000 75'698 50'000 47'580 CHF 32'562 CHF 100.00% 100.00%
03.07.2024 3.59% 0.61 CHF 0.63 CHF 76'079 50'000 76'408 50'000 45'952 CHF 31'173 CHF 99.73% 99.73%
02.07.2024 3.68% 0.55 CHF 0.57 CHF 77'545 50'000 77'805 50'000 41'587 CHF 27'728 CHF 100.00% 100.00%

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