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 4.93% 0.22 CHF 0.23 CHF 325'000 325'000 329'144 329'136 65'260 CHF 68'550 CHF 86.26% 86.26%
24.07.2024 3.62% 0.25 CHF 0.26 CHF 275'000 275'000 274'468 274'468 74'489 CHF 77'234 CHF 92.56% 92.56%
23.07.2024 3.50% 0.29 CHF 0.30 CHF 275'000 275'000 268'872 268'874 75'527 CHF 78'216 CHF 91.66% 91.66%
22.07.2024 3.44% 0.28 CHF 0.29 CHF 275'000 275'000 269'090 269'091 76'812 CHF 79'503 CHF 96.71% 96.71%
19.07.2024 3.85% 0.25 CHF 0.26 CHF 275'000 275'000 275'209 275'209 70'101 CHF 72'853 CHF 94.77% 94.77%
18.07.2024 3.75% 0.29 CHF 0.30 CHF 250'000 250'000 272'008 272'009 71'235 CHF 73'955 CHF 90.35% 90.35%
17.07.2024 3.90% 0.25 CHF 0.26 CHF 275'000 275'000 276'355 276'354 69'489 CHF 72'252 CHF 96.02% 96.02%
16.07.2024 4.12% 0.26 CHF 0.27 CHF 275'000 275'000 295'103 295'103 70'250 CHF 73'201 CHF 96.35% 96.35%
15.07.2024 3.60% 0.25 CHF 0.26 CHF 275'000 275'000 267'472 267'472 73'067 CHF 75'742 CHF 94.48% 94.48%
12.07.2024 3.55% 0.30 CHF 0.31 CHF 250'000 250'000 270'960 270'961 75'070 CHF 77'779 CHF 98.24% 98.24%

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