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% 0.68 CHF 0.69 CHF 80'000 50'000 77'898 50'000 54'524 CHF 35'788 CHF 99.68% 99.68%
12.07.2024 2.42% 0.69 CHF 0.70 CHF 80'000 50'000 83'678 50'000 53'304 CHF 32'731 CHF 99.01% 99.01%
11.07.2024 2.49% 0.62 CHF 0.64 CHF 90'000 50'000 89'497 50'000 52'830 CHF 30'271 CHF 94.32% 94.32%
10.07.2024 2.82% 0.55 CHF 0.57 CHF 96'038 50'000 96'428 50'000 50'345 CHF 26'854 CHF 86.93% 86.93%
09.07.2024 2.82% 0.49 CHF 0.50 CHF 97'153 50'000 96'304 50'000 51'064 CHF 27'272 CHF 98.36% 98.36%
08.07.2024 2.48% 0.51 CHF 0.52 CHF 96'674 50'000 96'171 50'000 50'744 CHF 27'045 CHF 92.88% 92.88%
05.07.2024 2.87% 0.49 CHF 0.50 CHF 97'296 50'000 97'468 50'000 46'767 CHF 24'692 CHF 98.98% 98.98%
04.07.2024 3.34% 0.41 CHF 0.43 CHF 99'074 50'000 99'261 50'000 40'479 CHF 21'081 CHF 100.00% 100.00%
03.07.2024 3.25% 0.36 CHF 0.38 CHF 100'272 50'000 100'133 50'000 38'104 CHF 19'655 CHF 97.97% 97.97%
02.07.2024 4.69% 0.32 CHF 0.33 CHF 101'665 50'000 102'614 50'000 28'549 CHF 14'582 CHF 100.00% 100.00%

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