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 0.79% 4.17 CHF 4.18 CHF 20'000 10'000 20'000 5'913 84'143 CHF 25'011 CHF 88.08% 88.08%
12.07.2024 0.75% 4.28 CHF 4.29 CHF 20'000 10'000 20'000 5'826 89'703 CHF 26'170 CHF 98.17% 98.17%
11.07.2024 0.76% 4.35 CHF 4.36 CHF 20'000 10'000 20'000 5'812 88'506 CHF 25'787 CHF 99.02% 99.02%
10.07.2024 0.77% 4.99 CHF 5.00 CHF 20'000 10'000 19'481 5'808 87'262 CHF 26'725 CHF 99.48% 99.48%
09.07.2024 0.86% 4.46 CHF 4.47 CHF 20'000 10'000 20'000 5'807 80'424 CHF 23'944 CHF 99.53% 99.53%
08.07.2024 0.52% 3.82 CHF 3.83 CHF 20'000 10'000 20'000 5'849 72'033 CHF 21'336 CHF 94.59% 94.59%
05.07.2024 0.51% 3.33 CHF 3.34 CHF 20'000 10'000 20'000 5'828 72'150 CHF 20'848 CHF 98.11% 98.11%
04.07.2024 0.50% 3.76 CHF 3.77 CHF 20'000 10'000 20'000 5'814 75'435 CHF 22'035 CHF 99.16% 99.16%
03.07.2024 0.45% 3.74 CHF 3.75 CHF 20'000 10'000 20'000 5'814 81'230 CHF 23'437 CHF 99.49% 99.49%
02.07.2024 0.44% 4.22 CHF 4.23 CHF 20'000 10'000 20'000 5'818 85'507 CHF 24'952 CHF 98.46% 98.46%

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