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 0.53% 6.34 CHF 6.35 CHF 10'000 10'000 10'000 5'913 62'805 CHF 37'367 CHF 88.07% 88.07%
12.07.2024 0.56% 6.24 CHF 6.25 CHF 10'000 10'000 10'000 5'828 60'198 CHF 35'399 CHF 97.95% 97.95%
11.07.2024 0.56% 6.16 CHF 6.17 CHF 10'000 10'000 10'000 5'812 60'982 CHF 35'693 CHF 99.06% 99.06%
10.07.2024 0.56% 5.59 CHF 5.60 CHF 10'000 10'000 10'000 5'808 60'503 CHF 34'898 CHF 99.47% 99.47%
09.07.2024 0.52% 6.11 CHF 6.12 CHF 10'000 10'000 10'000 5'809 65'266 CHF 37'678 CHF 99.43% 99.43%
08.07.2024 0.27% 6.76 CHF 6.77 CHF 10'000 10'000 10'000 5'851 69'570 CHF 40'647 CHF 94.51% 94.51%
05.07.2024 0.27% 7.27 CHF 7.28 CHF 10'000 10'000 10'000 5'827 69'865 CHF 41'093 CHF 98.11% 98.11%
04.07.2024 0.27% 6.86 CHF 6.87 CHF 10'000 10'000 10'000 5'814 68'489 CHF 39'906 CHF 99.16% 99.16%
03.07.2024 0.29% 6.89 CHF 6.90 CHF 10'000 10'000 10'000 5'816 65'829 CHF 38'640 CHF 99.41% 99.41%
02.07.2024 0.29% 6.44 CHF 6.45 CHF 10'000 10'000 10'000 5'821 63'870 CHF 37'308 CHF 98.27% 98.27%

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