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 1.56% 2.19 CHF 2.20 CHF 30'000 10'000 30'000 5'908 63'961 CHF 12'824 CHF 88.31% 88.31%
12.07.2024 1.83% 2.10 CHF 2.11 CHF 30'000 10'000 30'000 5'819 56'068 CHF 11'195 CHF 98.67% 98.67%
11.07.2024 1.75% 2.02 CHF 2.03 CHF 30'000 10'000 30'000 5'801 58'300 CHF 11'542 CHF 99.07% 99.07%
10.07.2024 1.74% 1.42 CHF 1.43 CHF 40'000 10'000 31'702 5'804 59'156 CHF 10'713 CHF 99.62% 99.62%
09.07.2024 1.40% 1.95 CHF 1.96 CHF 30'000 10'000 28'702 5'804 67'753 CHF 13'508 CHF 99.62% 99.62%
08.07.2024 0.66% 2.60 CHF 2.61 CHF 20'000 10'000 20'000 5'847 56'170 CHF 16'361 CHF 94.61% 94.61%
05.07.2024 0.67% 3.11 CHF 3.12 CHF 20'000 10'000 20'000 5'823 56'568 CHF 16'852 CHF 98.31% 98.31%
04.07.2024 0.70% 2.70 CHF 2.71 CHF 20'000 10'000 20'000 5'814 53'655 CHF 15'689 CHF 99.16% 99.16%
03.07.2024 0.78% 2.73 CHF 2.74 CHF 20'000 10'000 27'871 5'810 66'639 CHF 14'354 CHF 99.56% 99.56%
02.07.2024 0.85% 2.27 CHF 2.28 CHF 30'000 10'000 30'000 5'812 66'192 CHF 12'952 CHF 98.95% 98.95%

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