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% 1.19 CHF 1.20 CHF 250'000 100'000 250'000 100'000 294'472 CHF 118'789 CHF 98.14% 98.14%
24.07.2024 0.80% 1.23 CHF 1.24 CHF 250'000 100'000 250'000 100'000 310'622 CHF 125'249 CHF 94.26% 94.26%
23.07.2024 0.91% 1.19 CHF 1.20 CHF 250'000 100'000 250'000 100'000 276'099 CHF 111'440 CHF 95.64% 95.64%
22.07.2024 0.95% 1.13 CHF 1.14 CHF 250'000 100'000 250'000 100'000 263'168 CHF 106'267 CHF 97.70% 97.70%
19.07.2024 1.10% 0.91 CHF 0.92 CHF 250'000 100'000 250'000 100'000 226'278 CHF 91'511 CHF 97.73% 97.73%
18.07.2024 1.05% 0.96 CHF 0.97 CHF 250'000 100'000 250'000 100'000 236'657 CHF 95'663 CHF 99.15% 99.15%
17.07.2024 1.07% 0.92 CHF 0.93 CHF 250'000 100'000 250'000 100'000 232'696 CHF 94'078 CHF 99.16% 99.16%
16.07.2024 1.01% 1.00 CHF 1.01 CHF 250'000 100'000 250'000 100'000 245'666 CHF 99'267 CHF 99.17% 99.17%
15.07.2024 1.04% 0.93 CHF 0.94 CHF 250'000 100'000 250'000 99'989 239'081 CHF 96'622 CHF 99.17% 99.17%
12.07.2024 1.10% 0.93 CHF 0.94 CHF 250'000 100'000 250'000 100'000 226'967 CHF 91'787 CHF 99.17% 99.17%

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