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 2.17% 0.46 CHF 0.47 CHF 750'000 250'000 778'417 259'472 354'352 CHF 120'712 CHF 96.57% 96.57%
24.07.2024 2.02% 0.48 CHF 0.49 CHF 750'000 250'000 750'000 250'000 367'175 CHF 124'892 CHF 95.16% 95.16%
23.07.2024 2.28% 0.46 CHF 0.47 CHF 750'000 250'000 846'443 282'148 366'811 CHF 125'092 CHF 96.90% 96.90%
22.07.2024 2.36% 0.46 CHF 0.47 CHF 900'000 300'000 900'000 300'000 377'441 CHF 128'814 CHF 97.90% 97.90%
19.07.2024 2.84% 0.35 CHF 0.36 CHF 900'000 300'000 900'000 300'000 312'758 CHF 107'253 CHF 97.69% 97.69%
18.07.2024 2.74% 0.37 CHF 0.38 CHF 900'000 300'000 900'000 300'000 324'640 CHF 111'213 CHF 99.15% 99.15%
17.07.2024 2.74% 0.35 CHF 0.36 CHF 900'000 300'000 900'000 300'000 324'540 CHF 111'180 CHF 99.17% 99.17%
16.07.2024 2.55% 0.39 CHF 0.40 CHF 900'000 300'000 900'000 300'000 348'242 CHF 119'081 CHF 99.17% 99.17%
15.07.2024 2.63% 0.36 CHF 0.37 CHF 900'000 300'000 900'000 300'000 338'011 CHF 115'670 CHF 99.16% 99.16%
12.07.2024 2.82% 0.36 CHF 0.37 CHF 900'000 300'000 900'000 300'000 315'138 CHF 108'046 CHF 99.17% 99.17%

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