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 1.06% 0.96 CHF 0.97 CHF 200'000 200'000 200'000 200'000 187'939 CHF 189'939 CHF 93.59% 93.59%
24.07.2024 0.98% 1.00 CHF 1.01 CHF 200'000 200'000 194'128 194'128 196'951 CHF 198'893 CHF 94.82% 94.82%
23.07.2024 0.96% 1.05 CHF 1.06 CHF 190'000 190'000 190'054 190'054 197'785 CHF 199'685 CHF 95.39% 95.39%
22.07.2024 0.96% 1.05 CHF 1.06 CHF 190'000 190'000 190'000 190'000 197'787 CHF 199'687 CHF 97.22% 97.22%
19.07.2024 0.97% 1.02 CHF 1.03 CHF 190'000 190'000 190'358 190'358 194'991 CHF 196'894 CHF 91.48% 91.48%
18.07.2024 0.94% 1.05 CHF 1.06 CHF 190'000 190'000 190'000 190'000 200'690 CHF 202'590 CHF 94.42% 94.42%
17.07.2024 0.93% 1.06 CHF 1.07 CHF 190'000 190'000 189'101 189'101 205'236 CHF 207'136 CHF 94.72% 94.72%
16.07.2024 0.92% 1.10 CHF 1.11 CHF 190'000 190'000 188'779 188'779 205'877 CHF 207'777 CHF 95.61% 95.61%
15.07.2024 0.89% 1.11 CHF 1.12 CHF 190'000 190'000 190'000 190'000 211'841 CHF 213'741 CHF 95.56% 95.56%
12.07.2024 0.90% 1.11 CHF 1.12 CHF 190'000 190'000 190'000 190'000 210'217 CHF 212'117 CHF 96.36% 96.36%

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