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 0.81% 4.19 CHF 4.20 CHF 20'000 10'000 20'000 5'908 82'632 CHF 24'637 CHF 88.30% 88.30%
12.07.2024 0.88% 4.09 CHF 4.10 CHF 20'000 10'000 20'000 5'819 77'386 CHF 22'835 CHF 98.64% 98.64%
11.07.2024 0.87% 4.02 CHF 4.03 CHF 20'000 10'000 20'000 5'807 78'905 CHF 23'169 CHF 99.19% 99.19%
10.07.2024 0.86% 3.43 CHF 3.44 CHF 20'000 10'000 20'000 5'804 77'879 CHF 22'355 CHF 99.61% 99.61%
09.07.2024 0.76% 3.96 CHF 3.97 CHF 20'000 10'000 20'000 5'805 87'442 CHF 25'145 CHF 99.61% 99.61%
08.07.2024 0.39% 4.61 CHF 4.62 CHF 20'000 10'000 20'000 5'847 96'162 CHF 28'053 CHF 94.67% 94.67%
05.07.2024 0.39% 5.11 CHF 5.12 CHF 10'000 10'000 18'098 5'823 86'973 CHF 28'525 CHF 98.29% 98.29%
04.07.2024 0.40% 4.70 CHF 4.71 CHF 20'000 10'000 20'000 5'814 93'812 CHF 27'360 CHF 99.16% 99.16%
03.07.2024 0.43% 4.73 CHF 4.74 CHF 20'000 10'000 20'000 5'812 88'418 CHF 26'052 CHF 99.59% 99.59%
02.07.2024 0.44% 4.28 CHF 4.29 CHF 20'000 10'000 20'000 5'812 84'432 CHF 24'662 CHF 98.85% 98.85%

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