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 15.94% 0.19 CHF 0.22 CHF 37'500 37'500 37'500 37'500 5'391 CHF 6'255 CHF 94.53% 94.53%
24.07.2024 1.87% 0.64 CHF 0.66 CHF 80'000 75'000 80'012 75'000 52'212 CHF 49'866 CHF 99.75% 99.75%
23.07.2024 1.86% 0.68 CHF 0.70 CHF 80'000 75'000 79'505 74'563 53'262 CHF 50'882 CHF 98.60% 98.60%
22.07.2024 2.12% 0.66 CHF 0.67 CHF 100'000 100'000 100'000 100'000 62'789 CHF 64'130 CHF 99.83% 99.83%
19.07.2024 2.32% 0.58 CHF 0.59 CHF 90'000 75'000 94'267 75'000 52'160 CHF 42'517 CHF 99.51% 99.51%
18.07.2024 1.86% 0.66 CHF 0.67 CHF 80'000 75'000 81'283 75'000 52'515 CHF 49'417 CHF 99.48% 99.48%
17.07.2024 2.09% 0.58 CHF 0.59 CHF 90'000 75'000 91'514 75'000 53'144 CHF 44'616 CHF 100.00% 100.00%
16.07.2024 1.93% 0.68 CHF 0.69 CHF 80'000 75'000 80'045 75'000 51'640 CHF 49'332 CHF 100.00% 100.00%
15.07.2024 2.00% 0.68 CHF 0.69 CHF 80'000 75'000 80'000 75'000 54'291 CHF 51'925 CHF 99.72% 99.72%
12.07.2024 1.96% 0.68 CHF 0.70 CHF 80'000 75'000 79'864 75'000 53'388 CHF 51'133 CHF 97.90% 97.90%

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