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% 1.07 CHF 1.08 CHF 50'000 50'000 51'116 30'734 52'997 CHF 32'263 CHF 55.82% 55.82%
12.07.2024 1.13% 1.17 CHF 1.18 CHF 50'000 50'000 46'861 38'673 56'200 CHF 46'402 CHF 33.81% 33.81%
11.07.2024 1.47% 1.27 CHF 1.28 CHF 50'000 50'000 49'935 28'021 60'166 CHF 34'457 CHF 66.51% 66.51%
10.07.2024 1.48% 1.22 CHF 1.23 CHF 50'000 50'000 47'886 25'910 59'285 CHF 32'592 CHF 90.25% 90.25%
09.07.2024 1.35% 1.34 CHF 1.35 CHF 50'000 50'000 42'136 25'352 57'282 CHF 34'739 CHF 99.67% 99.67%
08.07.2024 1.25% 1.40 CHF 1.41 CHF 50'000 50'000 42'593 26'499 60'018 CHF 37'574 CHF 82.09% 82.09%
05.07.2024 1.16% 1.49 CHF 1.50 CHF 50'000 50'000 42'174 25'464 65'978 CHF 40'003 CHF 98.35% 98.35%
04.07.2024 1.07% 1.57 CHF 1.58 CHF 50'000 50'000 42'636 27'628 67'584 CHF 44'170 CHF 81.13% 81.13%
03.07.2024 1.18% 1.67 CHF 1.68 CHF 50'000 50'000 42'520 26'694 63'688 CHF 40'561 CHF 84.86% 84.86%
02.07.2024 1.18% 1.58 CHF 1.59 CHF 50'000 50'000 43'143 27'901 66'596 CHF 44'682 CHF 67.45% 67.45%

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