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 1.85% 0.48 CHF 0.49 CHF 450'000 150'000 450'000 150'000 241'751 CHF 82'084 CHF 99.23% 99.23%
24.07.2024 1.93% 0.50 CHF 0.51 CHF 450'000 150'000 450'000 150'000 231'667 CHF 78'723 CHF 99.24% 99.24%
23.07.2024 2.08% 0.48 CHF 0.49 CHF 450'000 150'000 450'000 150'000 214'675 CHF 73'058 CHF 99.24% 99.24%
22.07.2024 1.93% 0.50 CHF 0.51 CHF 450'000 150'000 450'000 150'000 230'746 CHF 78'415 CHF 99.22% 99.22%
19.07.2024 1.70% 0.58 CHF 0.59 CHF 450'000 150'000 450'000 150'000 262'766 CHF 89'089 CHF 98.67% 98.67%
18.07.2024 1.80% 0.55 CHF 0.56 CHF 450'000 150'000 450'000 150'000 248'494 CHF 84'331 CHF 99.22% 99.22%
17.07.2024 1.69% 0.59 CHF 0.60 CHF 450'000 150'000 450'000 150'000 264'804 CHF 89'768 CHF 99.23% 99.23%
16.07.2024 1.57% 0.62 CHF 0.63 CHF 450'000 150'000 450'000 150'000 283'551 CHF 96'017 CHF 99.24% 99.24%
15.07.2024 1.59% 0.60 CHF 0.61 CHF 450'000 150'000 450'000 150'000 281'156 CHF 95'219 CHF 99.19% 99.19%
12.07.2024 1.59% 0.61 CHF 0.62 CHF 450'000 150'000 450'000 150'000 280'471 CHF 94'991 CHF 99.27% 99.27%

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