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% 0.76 CHF 0.77 CHF 750'000 750'000 750'000 750'000 391'021 CHF 398'521 CHF 99.96% 99.96%
24.07.2024 1.04% 0.93 CHF 0.94 CHF 750'000 750'000 750'000 750'000 721'734 CHF 729'234 CHF 99.81% 99.81%
23.07.2024 0.79% 1.24 CHF 1.25 CHF 750'000 750'000 750'000 750'000 946'138 CHF 953'638 CHF 100.00% 100.00%
22.07.2024 1.06% 1.07 CHF 1.08 CHF 750'000 750'000 750'000 750'000 717'240 CHF 724'740 CHF 98.37% 98.37%
19.07.2024 1.53% 0.56 CHF 0.57 CHF 750'000 750'000 750'000 750'000 488'856 CHF 496'356 CHF 99.92% 99.92%
18.07.2024 0.90% 0.96 CHF 0.97 CHF 750'000 750'000 749'998 749'996 829'338 CHF 836'836 CHF 99.98% 99.98%
17.07.2024 0.92% 1.08 CHF 1.09 CHF 750'000 750'000 745'912 745'909 823'580 CHF 831'077 CHF 99.98% 99.98%
16.07.2024 0.83% 1.26 CHF 1.27 CHF 750'000 750'000 749'999 749'998 901'781 CHF 909'280 CHF 99.98% 99.98%
15.07.2024 0.65% 1.43 CHF 1.44 CHF 750'000 750'000 750'000 749'998 1'151'660 CHF 1'159'150 CHF 99.09% 99.09%
12.07.2024 0.70% 1.76 CHF 1.77 CHF 750'000 750'000 750'000 749'983 1'079'020 CHF 1'086'490 CHF 95.39% 95.39%

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