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 1.95% 0.51 CHF 0.52 CHF 600'000 200'000 600'000 200'000 305'301 CHF 103'767 CHF 97.88% 97.88%
24.07.2024 1.63% 0.59 CHF 0.60 CHF 600'000 200'000 600'000 199'992 364'938 CHF 123'641 CHF 95.92% 95.92%
23.07.2024 1.46% 0.70 CHF 0.71 CHF 600'000 200'000 599'992 199'992 407'680 CHF 137'890 CHF 95.98% 95.98%
22.07.2024 1.53% 0.67 CHF 0.68 CHF 600'000 200'000 600'000 200'000 388'757 CHF 131'586 CHF 98.72% 98.72%
19.07.2024 1.44% 0.67 CHF 0.68 CHF 600'000 200'000 600'000 200'000 414'692 CHF 140'231 CHF 99.09% 99.09%
18.07.2024 1.11% 0.78 CHF 0.79 CHF 600'000 200'000 600'000 200'000 541'252 CHF 182'417 CHF 99.25% 99.25%
17.07.2024 0.77% 1.18 CHF 1.19 CHF 600'000 200'000 600'000 200'000 774'111 CHF 260'037 CHF 99.27% 99.27%
16.07.2024 0.68% 1.51 CHF 1.52 CHF 600'000 200'000 600'000 200'000 874'012 CHF 293'337 CHF 99.27% 99.27%
15.07.2024 0.71% 1.42 CHF 1.43 CHF 600'000 200'000 600'000 200'000 847'874 CHF 284'625 CHF 99.27% 99.27%
12.07.2024 0.74% 1.39 CHF 1.40 CHF 600'000 200'000 600'000 200'000 807'348 CHF 271'116 CHF 99.27% 99.27%

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