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 1.08% 1.44 CHF 1.45 CHF 50'000 50'000 43'789 30'659 64'156 CHF 45'443 CHF 55.60% 55.60%
12.07.2024 0.99% 1.34 CHF 1.35 CHF 50'000 50'000 47'312 38'674 61'908 CHF 51'567 CHF 33.81% 33.81%
11.07.2024 1.35% 1.24 CHF 1.25 CHF 50'000 50'000 43'131 27'776 56'245 CHF 36'399 CHF 65.76% 65.76%
10.07.2024 1.38% 1.30 CHF 1.31 CHF 50'000 50'000 42'365 25'911 54'127 CHF 33'499 CHF 90.25% 90.25%
09.07.2024 1.58% 1.18 CHF 1.19 CHF 50'000 50'000 50'000 25'352 57'774 CHF 29'899 CHF 99.67% 99.67%
08.07.2024 1.63% 1.12 CHF 1.13 CHF 50'000 50'000 50'000 26'499 55'025 CHF 29'849 CHF 82.09% 82.09%
05.07.2024 1.92% 1.04 CHF 1.05 CHF 50'000 50'000 58'385 25'465 55'630 CHF 25'060 CHF 98.35% 98.35%
04.07.2024 1.78% 0.96 CHF 0.97 CHF 60'000 50'000 60'000 27'628 56'675 CHF 26'599 CHF 81.13% 81.13%
03.07.2024 1.71% 0.87 CHF 0.88 CHF 60'000 50'000 50'658 26'694 52'541 CHF 27'952 CHF 84.86% 84.86%
02.07.2024 1.72% 0.97 CHF 0.98 CHF 60'000 50'000 54'600 27'896 54'415 CHF 27'135 CHF 67.42% 67.42%

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