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 1.67% 0.53 CHF 0.54 CHF 250'000 100'000 250'000 99'955 148'322 CHF 60'301 CHF 99.16% 99.16%
24.07.2024 1.10% 0.89 CHF 0.90 CHF 250'000 100'000 249'981 100'000 225'747 CHF 91'306 CHF 99.38% 99.38%
23.07.2024 1.07% 0.92 CHF 0.93 CHF 250'000 100'000 249'994 100'000 233'105 CHF 94'244 CHF 99.38% 99.38%
22.07.2024 1.05% 0.95 CHF 0.96 CHF 250'000 100'000 249'989 100'000 237'826 CHF 96'135 CHF 99.37% 99.37%
19.07.2024 1.09% 0.91 CHF 0.92 CHF 250'000 100'000 250'000 100'000 228'750 CHF 92'500 CHF 97.33% 97.33%
18.07.2024 1.07% 0.94 CHF 0.95 CHF 250'000 100'000 250'000 100'000 233'359 CHF 94'344 CHF 99.37% 99.37%
17.07.2024 1.21% 0.88 CHF 0.89 CHF 250'000 100'000 250'000 99'988 205'294 CHF 83'108 CHF 99.06% 99.06%
16.07.2024 1.20% 0.83 CHF 0.84 CHF 250'000 100'000 250'000 100'000 207'908 CHF 84'163 CHF 99.37% 99.37%
15.07.2024 1.07% 0.87 CHF 0.88 CHF 250'000 100'000 250'000 100'000 233'707 CHF 94'483 CHF 99.37% 99.37%
12.07.2024 1.07% 0.96 CHF 0.97 CHF 250'000 100'000 249'988 100'000 232'969 CHF 94'193 CHF 99.38% 99.38%

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