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
25.07.2024 0.55% 1.73 CHF 1.74 CHF 40'000 40'000 39'620 39'618 72'527 CHF 72'919 CHF 98.57% 98.57%
24.07.2024 0.44% 2.27 CHF 2.28 CHF 40'000 40'000 39'625 39'625 90'922 CHF 91'319 CHF 100.00% 100.00%
23.07.2024 0.43% 2.33 CHF 2.34 CHF 40'000 40'000 39'625 39'625 92'682 CHF 93'079 CHF 100.00% 100.00%
22.07.2024 0.43% 2.36 CHF 2.37 CHF 40'000 40'000 39'622 39'622 93'750 CHF 94'147 CHF 99.13% 99.13%
19.07.2024 0.44% 2.30 CHF 2.31 CHF 40'000 40'000 39'626 39'624 91'588 CHF 91'980 CHF 99.73% 99.73%
18.07.2024 0.43% 2.35 CHF 2.36 CHF 40'000 40'000 39'625 39'623 92'722 CHF 93'114 CHF 99.96% 99.96%
17.07.2024 0.46% 2.27 CHF 2.28 CHF 40'000 40'000 39'623 39'623 86'105 CHF 86'502 CHF 99.37% 99.37%
16.07.2024 0.46% 2.18 CHF 2.19 CHF 40'000 40'000 39'624 39'624 86'678 CHF 87'074 CHF 100.00% 100.00%
15.07.2024 0.43% 2.24 CHF 2.25 CHF 40'000 40'000 39'626 39'626 92'785 CHF 93'182 CHF 100.00% 100.00%
12.07.2024 0.43% 2.39 CHF 2.40 CHF 40'000 40'000 39'625 39'625 92'631 CHF 93'028 CHF 100.00% 100.00%

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