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 2.17% 0.78 CHF 0.79 CHF 75'000 75'000 66'438 36'042 55'445 CHF 30'164 CHF 91.07% 91.07%
12.07.2024 2.82% 0.75 CHF 0.76 CHF 75'000 75'000 82'312 37'070 53'732 CHF 26'053 CHF 81.22% 81.22%
11.07.2024 2.56% 0.68 CHF 0.69 CHF 80'000 75'000 79'400 36'248 54'309 CHF 24'961 CHF 87.49% 87.49%
10.07.2024 2.73% 0.68 CHF 0.69 CHF 80'000 75'000 80'160 38'196 52'679 CHF 25'407 CHF 76.67% 76.67%
09.07.2024 2.46% 0.75 CHF 0.76 CHF 75'000 75'000 71'103 35'524 53'331 CHF 27'633 CHF 95.77% 95.77%
08.07.2024 3.67% 0.73 CHF 0.74 CHF 75'000 75'000 101'185 34'840 52'607 CHF 20'795 CHF 93.25% 93.25%
05.07.2024 3.93% 0.41 CHF 0.42 CHF 130'000 75'000 110'593 35'362 51'632 CHF 17'085 CHF 98.17% 98.17%
04.07.2024 4.02% 0.47 CHF 0.48 CHF 110'000 75'000 113'064 34'326 51'663 CHF 16'304 CHF 83.28% 83.28%
03.07.2024 4.24% 0.45 CHF 0.46 CHF 120'000 75'000 122'168 35'493 52'005 CHF 15'470 CHF 97.01% 97.01%
02.07.2024 6.36% 0.46 CHF 0.47 CHF 110'000 75'000 176'280 35'636 51'647 CHF 12'503 CHF 94.43% 94.43%

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