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 2.15% 0.60 CHF 0.62 CHF 50'000 50'000 50'000 50'000 30'758 CHF 31'427 CHF 99.59% 99.59%
24.07.2024 2.39% 0.58 CHF 0.59 CHF 50'000 50'000 50'000 50'000 28'251 CHF 28'933 CHF 98.70% 98.70%
23.07.2024 1.93% 0.61 CHF 0.62 CHF 50'000 50'000 49'662 49'662 33'607 CHF 34'251 CHF 99.99% 99.99%
22.07.2024 1.79% 0.66 CHF 0.67 CHF 50'000 50'000 50'000 50'000 35'819 CHF 36'464 CHF 99.43% 99.43%
19.07.2024 1.56% 0.83 CHF 0.85 CHF 50'000 50'000 50'000 50'000 41'853 CHF 42'512 CHF 99.92% 99.92%
18.07.2024 1.44% 0.80 CHF 0.81 CHF 50'000 50'000 50'000 50'000 40'260 CHF 40'844 CHF 99.89% 99.89%
17.07.2024 1.49% 0.83 CHF 0.84 CHF 50'000 50'000 50'000 50'000 40'917 CHF 41'530 CHF 100.00% 100.00%
16.07.2024 1.63% 0.76 CHF 0.78 CHF 50'000 50'000 50'000 50'000 38'846 CHF 39'485 CHF 100.00% 100.00%
15.07.2024 1.75% 0.82 CHF 0.84 CHF 50'000 50'000 50'000 50'000 39'986 CHF 40'695 CHF 98.73% 98.73%
12.07.2024 1.48% 0.82 CHF 0.84 CHF 50'000 50'000 50'000 50'000 42'112 CHF 42'739 CHF 99.38% 99.38%

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