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 0.85% 1.85 CHF 1.86 CHF 30'000 25'000 30'000 25'000 54'984 CHF 46'212 CHF 99.62% 99.62%
24.07.2024 0.86% 1.88 CHF 1.90 CHF 30'000 25'000 30'000 25'000 56'893 CHF 47'820 CHF 98.59% 98.59%
23.07.2024 0.92% 1.84 CHF 1.86 CHF 30'000 25'000 31'233 24'831 54'667 CHF 43'992 CHF 99.99% 99.99%
22.07.2024 0.96% 1.78 CHF 1.80 CHF 30'000 25'000 32'014 25'000 54'466 CHF 43'019 CHF 99.10% 99.10%
19.07.2024 1.09% 1.56 CHF 1.58 CHF 40'000 25'000 40'000 25'000 62'218 CHF 39'312 CHF 99.92% 99.92%
18.07.2024 0.95% 1.61 CHF 1.63 CHF 40'000 25'000 40'000 25'000 63'980 CHF 40'368 CHF 99.94% 99.94%
17.07.2024 1.02% 1.57 CHF 1.59 CHF 40'000 25'000 40'000 25'000 63'343 CHF 39'995 CHF 100.00% 100.00%
16.07.2024 0.90% 1.65 CHF 1.67 CHF 40'000 25'000 39'663 25'000 64'846 CHF 41'250 CHF 100.00% 100.00%
15.07.2024 1.03% 1.58 CHF 1.60 CHF 40'000 25'000 40'000 25'000 64'274 CHF 40'586 CHF 98.73% 98.73%
12.07.2024 1.08% 1.58 CHF 1.60 CHF 40'000 25'000 40'000 25'000 62'332 CHF 39'379 CHF 99.38% 99.38%

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