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 0.66% 1.43 CHF 1.44 CHF 27'710 27'710 27'114 27'114 41'477 CHF 41'748 CHF 98.61% 98.61%
24.07.2024 0.51% 1.97 CHF 1.98 CHF 26'230 26'230 25'981 25'981 51'831 CHF 52'091 CHF 99.93% 99.93%
23.07.2024 0.49% 2.03 CHF 2.04 CHF 26'310 26'310 26'025 26'025 53'067 CHF 53'328 CHF 100.00% 100.00%
22.07.2024 0.49% 2.06 CHF 2.07 CHF 26'210 26'210 25'924 25'924 53'574 CHF 53'833 CHF 98.90% 98.90%
19.07.2024 0.50% 2.00 CHF 2.01 CHF 26'370 26'370 26'111 26'111 52'528 CHF 52'790 CHF 99.90% 99.90%
18.07.2024 0.49% 2.05 CHF 2.06 CHF 26'190 26'190 25'983 25'983 53'008 CHF 53'268 CHF 99.12% 99.12%
17.07.2024 0.54% 1.97 CHF 1.98 CHF 26'510 26'510 26'573 26'573 49'789 CHF 50'055 CHF 99.26% 99.26%
16.07.2024 0.53% 1.89 CHF 1.90 CHF 26'920 26'920 26'708 26'708 50'439 CHF 50'707 CHF 99.90% 99.90%
15.07.2024 0.49% 1.94 CHF 1.95 CHF 26'820 26'820 26'246 26'246 53'618 CHF 53'880 CHF 100.00% 100.00%
12.07.2024 0.49% 2.09 CHF 2.10 CHF 26'380 26'380 26'249 26'249 53'544 CHF 53'807 CHF 100.00% 100.00%

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