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 1.47% 0.98 CHF 1.00 CHF 50'000 50'000 50'000 50'000 48'665 CHF 49'384 CHF 98.24% 98.24%
24.07.2024 1.40% 1.01 CHF 1.03 CHF 50'000 50'000 50'000 50'000 51'194 CHF 51'913 CHF 98.70% 98.70%
23.07.2024 1.45% 0.98 CHF 0.99 CHF 50'000 50'000 49'662 49'662 45'299 CHF 45'952 CHF 99.99% 99.99%
22.07.2024 1.39% 0.93 CHF 0.94 CHF 50'000 50'000 50'000 50'000 43'572 CHF 44'181 CHF 99.43% 99.43%
19.07.2024 1.64% 0.76 CHF 0.77 CHF 50'000 50'000 50'000 50'000 37'647 CHF 38'268 CHF 99.94% 99.94%
18.07.2024 1.76% 0.80 CHF 0.81 CHF 50'000 50'000 50'000 50'000 39'350 CHF 40'046 CHF 99.09% 99.09%
17.07.2024 1.65% 0.76 CHF 0.78 CHF 50'000 50'000 50'000 50'000 38'754 CHF 39'400 CHF 99.80% 99.80%
16.07.2024 1.52% 0.83 CHF 0.84 CHF 50'000 50'000 50'000 50'000 40'833 CHF 41'457 CHF 98.95% 98.95%
15.07.2024 1.51% 0.77 CHF 0.78 CHF 50'000 50'000 50'000 50'000 39'700 CHF 40'305 CHF 98.73% 98.73%
12.07.2024 1.79% 0.77 CHF 0.79 CHF 50'000 50'000 50'000 50'000 37'776 CHF 38'457 CHF 99.38% 99.38%

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