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 1.06% 0.95 CHF 0.96 CHF 250'000 100'000 250'000 100'000 234'984 CHF 94'994 CHF 98.14% 98.14%
24.07.2024 0.99% 0.99 CHF 1.00 CHF 250'000 100'000 250'000 100'000 250'984 CHF 101'394 CHF 94.27% 94.27%
23.07.2024 1.16% 0.95 CHF 0.96 CHF 250'000 100'000 250'000 100'000 216'331 CHF 87'533 CHF 95.65% 95.65%
22.07.2024 1.22% 0.89 CHF 0.90 CHF 250'000 100'000 250'000 100'000 203'595 CHF 82'438 CHF 97.71% 97.71%
19.07.2024 1.49% 0.67 CHF 0.68 CHF 250'000 100'000 250'000 100'000 166'881 CHF 67'753 CHF 97.73% 97.73%
18.07.2024 1.40% 0.72 CHF 0.73 CHF 250'000 100'000 250'000 100'000 177'332 CHF 71'933 CHF 99.15% 99.15%
17.07.2024 1.43% 0.68 CHF 0.69 CHF 250'000 100'000 250'000 100'000 173'414 CHF 70'366 CHF 99.16% 99.16%
16.07.2024 1.33% 0.76 CHF 0.77 CHF 250'000 100'000 250'000 100'000 186'278 CHF 75'511 CHF 99.17% 99.17%
15.07.2024 1.38% 0.69 CHF 0.70 CHF 250'000 100'000 250'000 100'000 179'743 CHF 72'897 CHF 99.17% 99.17%
12.07.2024 1.48% 0.69 CHF 0.70 CHF 250'000 100'000 250'000 100'000 167'636 CHF 68'054 CHF 99.16% 99.16%

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