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 2.15% 1.62 CHF 1.63 CHF 40'000 10'000 39'761 5'908 61'864 CHF 9'427 CHF 88.30% 88.30%
12.07.2024 2.66% 1.52 CHF 1.53 CHF 40'000 10'000 42'504 5'818 54'824 CHF 7'852 CHF 98.63% 98.63%
11.07.2024 2.50% 1.45 CHF 1.46 CHF 40'000 10'000 40'000 5'807 54'682 CHF 8'211 CHF 99.22% 99.22%
10.07.2024 2.46% 0.84 CHF 0.85 CHF 60'000 10'000 44'157 5'804 56'262 CHF 7'366 CHF 99.62% 99.62%
09.07.2024 1.83% 1.38 CHF 1.39 CHF 40'000 10'000 31'949 5'804 56'512 CHF 10'167 CHF 99.62% 99.62%
08.07.2024 0.83% 2.03 CHF 2.04 CHF 30'000 10'000 30'000 5'846 66'964 CHF 12'990 CHF 94.68% 94.68%
05.07.2024 0.84% 2.54 CHF 2.55 CHF 20'000 10'000 28'550 5'826 63'952 CHF 13'512 CHF 98.23% 98.23%
04.07.2024 0.89% 2.12 CHF 2.13 CHF 30'000 10'000 30'000 5'814 63'181 CHF 12'337 CHF 99.16% 99.16%
03.07.2024 1.04% 2.15 CHF 2.16 CHF 30'000 10'000 30'000 5'812 54'929 CHF 11'006 CHF 99.60% 99.60%
02.07.2024 1.15% 1.69 CHF 1.70 CHF 30'000 10'000 39'251 5'805 63'799 CHF 9'574 CHF 98.77% 98.77%

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