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
25.09.2024 2.25% 0.74 CHF 0.75 CHF 70'000 50'000 70'865 50'000 51'916 CHF 37'480 CHF 55.06% 55.06%
24.09.2024 2.36% 0.70 CHF 0.71 CHF 76'368 50'000 76'590 50'000 53'012 CHF 35'435 CHF 52.61% 52.61%
23.09.2024 2.23% 0.67 CHF 0.68 CHF 77'057 50'000 77'011 50'000 52'261 CHF 34'697 CHF 94.15% 94.15%
20.09.2024 2.41% 0.62 CHF 0.63 CHF 77'983 50'000 78'217 50'000 46'141 CHF 30'217 CHF 90.17% 90.17%
19.09.2024 1.73% 0.67 CHF 0.69 CHF 76'967 50'000 76'827 50'000 52'728 CHF 34'918 CHF 52.79% 52.79%
18.09.2024 2.03% 0.67 CHF 0.68 CHF 76'855 50'000 76'809 50'000 50'603 CHF 33'621 CHF 91.72% 91.72%
12.09.2024 2.49% 0.60 CHF 0.62 CHF 78'601 50'000 78'815 50'000 46'149 CHF 30'020 CHF 97.95% 97.95%
11.09.2024 1.66% 0.68 CHF 0.70 CHF 77'006 50'000 70'576 50'000 51'680 CHF 37'244 CHF 73.71% 73.71%
10.09.2024 1.51% 0.76 CHF 0.77 CHF 70'000 50'000 70'000 50'000 53'024 CHF 38'451 CHF 100.00% 100.00%
09.09.2024 1.75% 0.72 CHF 0.73 CHF 76'481 50'000 72'505 50'000 52'154 CHF 36'620 CHF 7.97% 7.97%

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