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 1.55% 1.01 CHF 1.02 CHF 50'000 50'000 50'493 30'659 52'212 CHF 32'270 CHF 55.60% 55.60%
12.07.2024 1.50% 0.91 CHF 0.92 CHF 60'000 50'000 63'241 38'673 55'214 CHF 34'956 CHF 33.81% 33.81%
11.07.2024 2.04% 0.81 CHF 0.82 CHF 70'000 50'000 60'642 28'021 53'037 CHF 24'661 CHF 66.51% 66.51%
10.07.2024 2.04% 0.87 CHF 0.88 CHF 60'000 50'000 61'303 25'910 51'855 CHF 22'309 CHF 90.25% 90.25%
09.07.2024 2.50% 0.75 CHF 0.76 CHF 70'000 50'000 73'600 25'352 53'242 CHF 18'978 CHF 99.67% 99.67%
08.07.2024 2.66% 0.69 CHF 0.70 CHF 80'000 50'000 78'776 26'499 52'759 CHF 18'458 CHF 82.09% 82.09%
05.07.2024 3.30% 0.61 CHF 0.62 CHF 90'000 50'000 98'358 25'464 51'430 CHF 14'076 CHF 98.35% 98.35%
04.07.2024 3.20% 0.53 CHF 0.54 CHF 100'000 50'000 100'663 27'628 51'577 CHF 14'664 CHF 81.13% 81.13%
03.07.2024 2.89% 0.43 CHF 0.44 CHF 120'000 50'000 87'715 26'694 52'946 CHF 16'422 CHF 84.86% 84.86%
02.07.2024 2.97% 0.53 CHF 0.54 CHF 100'000 50'000 93'636 27'900 51'793 CHF 15'034 CHF 67.44% 67.44%

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