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 1.77% 0.58 CHF 0.59 CHF 450'000 150'000 497'526 165'842 277'707 CHF 94'227 CHF 93.18% 93.18%
24.07.2024 1.54% 0.58 CHF 0.59 CHF 450'000 150'000 450'000 150'000 290'201 CHF 98'234 CHF 99.49% 99.49%
23.07.2024 1.51% 0.68 CHF 0.69 CHF 450'000 150'000 450'000 150'000 295'263 CHF 99'921 CHF 99.45% 99.45%
22.07.2024 1.44% 0.67 CHF 0.68 CHF 450'000 150'000 450'000 150'000 310'558 CHF 105'020 CHF 99.44% 99.44%
19.07.2024 1.47% 0.66 CHF 0.67 CHF 450'000 150'000 450'000 150'000 304'138 CHF 102'879 CHF 96.39% 96.39%
18.07.2024 1.34% 0.67 CHF 0.68 CHF 450'000 150'000 450'000 150'000 332'952 CHF 112'484 CHF 99.41% 99.41%
17.07.2024 1.33% 0.72 CHF 0.73 CHF 450'000 150'000 450'000 150'000 337'454 CHF 113'985 CHF 94.87% 94.87%
16.07.2024 1.20% 0.82 CHF 0.83 CHF 450'000 150'000 450'000 150'000 372'751 CHF 125'750 CHF 97.77% 97.77%
15.07.2024 1.21% 0.84 CHF 0.85 CHF 450'000 150'000 450'000 150'000 368'970 CHF 124'490 CHF 92.04% 92.04%
12.07.2024 1.35% 0.78 CHF 0.79 CHF 450'000 150'000 450'000 150'000 330'403 CHF 111'634 CHF 99.33% 99.33%

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