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 2.62% 0.66 CHF 0.67 CHF 80'000 50'000 83'936 30'723 52'240 CHF 19'532 CHF 55.78% 55.78%
12.07.2024 1.69% 0.76 CHF 0.77 CHF 70'000 50'000 66'987 38'674 52'644 CHF 30'374 CHF 33.81% 33.81%
11.07.2024 2.30% 0.85 CHF 0.86 CHF 60'000 50'000 69'490 28'022 54'772 CHF 22'825 CHF 66.50% 66.50%
10.07.2024 2.17% 0.81 CHF 0.82 CHF 70'000 50'000 69'000 25'911 56'754 CHF 21'804 CHF 90.25% 90.25%
09.07.2024 1.93% 0.93 CHF 0.94 CHF 60'000 50'000 59'861 25'352 56'527 CHF 24'200 CHF 99.67% 99.67%
08.07.2024 1.83% 0.99 CHF 1.00 CHF 60'000 50'000 53'938 26'499 53'666 CHF 26'620 CHF 82.09% 82.09%
05.07.2024 1.58% 1.07 CHF 1.08 CHF 50'000 50'000 50'000 25'481 57'550 CHF 29'442 CHF 98.24% 98.24%
04.07.2024 1.46% 1.15 CHF 1.16 CHF 50'000 50'000 50'000 27'628 58'366 CHF 32'628 CHF 81.13% 81.13%
03.07.2024 1.56% 1.26 CHF 1.27 CHF 50'000 50'000 50'000 26'633 53'946 CHF 29'342 CHF 84.64% 84.64%
02.07.2024 1.60% 1.16 CHF 1.17 CHF 50'000 50'000 49'990 27'897 55'738 CHF 33'001 CHF 67.42% 67.42%

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