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 2.08% 0.82 CHF 0.84 CHF 70'000 25'000 69'956 25'000 56'986 CHF 20'794 CHF 99.76% 99.76%
24.07.2024 1.91% 0.85 CHF 0.87 CHF 60'000 25'000 60'686 25'000 52'483 CHF 22'048 CHF 98.89% 98.89%
23.07.2024 2.19% 0.83 CHF 0.85 CHF 70'000 25'000 67'990 24'831 52'277 CHF 19'634 CHF 99.98% 99.98%
22.07.2024 2.16% 0.79 CHF 0.81 CHF 70'000 25'000 71'327 25'000 52'938 CHF 18'974 CHF 98.69% 98.69%
19.07.2024 2.40% 0.65 CHF 0.67 CHF 80'000 25'000 80'246 25'000 52'299 CHF 16'691 CHF 99.98% 99.98%
18.07.2024 2.38% 0.69 CHF 0.70 CHF 80'000 25'000 80'000 25'000 54'316 CHF 17'382 CHF 99.10% 99.10%
17.07.2024 2.47% 0.66 CHF 0.68 CHF 80'000 25'000 80'000 25'000 53'621 CHF 17'176 CHF 100.00% 100.00%
16.07.2024 2.17% 0.71 CHF 0.73 CHF 80'000 25'000 79'431 25'000 55'956 CHF 18'001 CHF 100.00% 100.00%
15.07.2024 2.41% 0.67 CHF 0.69 CHF 80'000 25'000 80'000 25'000 53'871 CHF 17'245 CHF 98.73% 98.73%
12.07.2024 2.44% 0.66 CHF 0.67 CHF 80'000 25'000 80'730 25'000 51'857 CHF 16'463 CHF 99.38% 99.38%

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