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 1.92% 0.72 CHF 0.74 CHF 50'000 50'000 50'000 50'000 35'553 CHF 36'243 CHF 99.76% 99.76%
24.07.2024 1.67% 0.75 CHF 0.76 CHF 50'000 50'000 50'000 50'000 38'106 CHF 38'749 CHF 98.70% 98.70%
23.07.2024 2.01% 0.72 CHF 0.73 CHF 50'000 50'000 49'662 49'662 32'295 CHF 32'939 CHF 99.99% 99.99%
22.07.2024 2.06% 0.67 CHF 0.68 CHF 50'000 50'000 50'000 50'000 30'442 CHF 31'072 CHF 99.43% 99.43%
19.07.2024 2.53% 0.50 CHF 0.51 CHF 50'000 50'000 50'000 50'000 24'548 CHF 25'177 CHF 99.98% 99.98%
18.07.2024 2.31% 0.53 CHF 0.55 CHF 50'000 50'000 50'000 50'000 26'241 CHF 26'854 CHF 100.00% 100.00%
17.07.2024 2.48% 0.50 CHF 0.51 CHF 50'000 50'000 50'000 50'000 25'641 CHF 26'284 CHF 100.00% 100.00%
16.07.2024 2.22% 0.57 CHF 0.58 CHF 50'000 50'000 50'000 50'000 27'731 CHF 28'354 CHF 99.24% 99.24%
15.07.2024 2.13% 0.51 CHF 0.52 CHF 50'000 50'000 50'000 50'000 26'626 CHF 27'200 CHF 98.73% 98.73%
12.07.2024 2.72% 0.51 CHF 0.53 CHF 50'000 50'000 50'000 50'000 24'685 CHF 25'363 CHF 99.38% 99.38%

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