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 3.67% 0.27 CHF 0.28 CHF 900'000 300'000 900'000 300'000 241'065 CHF 83'355 CHF 96.58% 96.58%
24.07.2024 3.35% 0.29 CHF 0.30 CHF 900'000 300'000 900'000 300'000 264'500 CHF 91'167 CHF 95.17% 95.17%
23.07.2024 3.81% 0.28 CHF 0.29 CHF 900'000 300'000 900'000 300'000 233'539 CHF 80'846 CHF 96.90% 96.90%
22.07.2024 3.95% 0.28 CHF 0.29 CHF 900'000 300'000 900'000 300'000 224'216 CHF 77'739 CHF 97.89% 97.89%
19.07.2024 5.00% 0.20 CHF 0.21 CHF 900'000 300'000 900'000 300'000 175'682 CHF 61'561 CHF 97.68% 97.68%
18.07.2024 4.80% 0.21 CHF 0.22 CHF 900'000 300'000 900'000 300'000 183'433 CHF 64'144 CHF 99.16% 99.16%
17.07.2024 4.83% 0.20 CHF 0.21 CHF 900'000 300'000 900'000 300'000 181'944 CHF 63'648 CHF 99.17% 99.17%
16.07.2024 4.46% 0.22 CHF 0.23 CHF 900'000 300'000 900'000 300'000 197'476 CHF 68'825 CHF 99.17% 99.17%
15.07.2024 4.61% 0.20 CHF 0.21 CHF 900'000 300'000 900'000 300'000 190'985 CHF 66'662 CHF 99.17% 99.17%
12.07.2024 5.01% 0.20 CHF 0.21 CHF 900'000 300'000 900'000 300'000 175'542 CHF 61'514 CHF 99.17% 99.17%

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