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 0.94% 1.07 CHF 1.08 CHF 250'000 100'000 250'000 100'000 265'153 CHF 107'061 CHF 98.14% 98.14%
24.07.2024 0.88% 1.11 CHF 1.12 CHF 250'000 100'000 250'000 100'000 281'657 CHF 113'663 CHF 94.26% 94.26%
23.07.2024 1.02% 1.07 CHF 1.08 CHF 250'000 100'000 250'000 100'000 246'686 CHF 99'674 CHF 95.65% 95.65%
22.07.2024 1.07% 1.01 CHF 1.02 CHF 250'000 100'000 250'000 100'000 233'765 CHF 94'506 CHF 97.70% 97.70%
19.07.2024 1.26% 0.79 CHF 0.80 CHF 250'000 100'000 250'000 100'000 197'036 CHF 79'814 CHF 97.73% 97.73%
18.07.2024 1.20% 0.85 CHF 0.86 CHF 250'000 100'000 250'000 100'000 207'512 CHF 84'005 CHF 99.15% 99.15%
17.07.2024 1.22% 0.80 CHF 0.81 CHF 250'000 100'000 250'000 100'000 203'911 CHF 82'564 CHF 99.16% 99.16%
16.07.2024 1.15% 0.88 CHF 0.89 CHF 250'000 100'000 250'000 100'000 216'793 CHF 87'717 CHF 99.17% 99.17%
15.07.2024 1.18% 0.81 CHF 0.82 CHF 250'000 100'000 250'000 100'000 209'894 CHF 84'958 CHF 99.17% 99.17%
12.07.2024 1.26% 0.81 CHF 0.82 CHF 250'000 100'000 250'000 100'000 197'636 CHF 80'054 CHF 99.17% 99.17%

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