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 14.33% 0.20 CHF 0.22 CHF 25'000 25'000 25'000 25'000 3'326 CHF 3'826 CHF 97.93% 97.93%
24.07.2024 10.87% 0.16 CHF 0.18 CHF 25'000 25'000 25'000 25'000 4'360 CHF 4'860 CHF 99.57% 99.57%
23.07.2024 10.04% 0.18 CHF 0.20 CHF 25'000 25'000 25'000 25'000 4'772 CHF 5'272 CHF 89.26% 89.26%
22.07.2024 5.97% 0.34 CHF 0.36 CHF 25'000 25'000 25'000 25'000 8'130 CHF 8'630 CHF 26.78% 26.78%
19.07.2024 6.36% 0.28 CHF 0.30 CHF 25'000 25'000 25'000 25'000 7'622 CHF 8'122 CHF 98.68% 98.68%
18.07.2024 5.10% 0.39 CHF 0.41 CHF 25'000 25'000 25'000 25'000 9'566 CHF 10'066 CHF 98.98% 98.98%
17.07.2024 6.06% 0.33 CHF 0.35 CHF 25'000 25'000 25'000 25'000 8'018 CHF 8'518 CHF 99.47% 99.47%
16.07.2024 5.59% 0.35 CHF 0.37 CHF 25'000 25'000 25'000 25'000 8'708 CHF 9'208 CHF 99.48% 99.48%
15.07.2024 5.03% 0.40 CHF 0.42 CHF 25'000 25'000 25'000 25'000 9'698 CHF 10'198 CHF 98.05% 98.05%
12.07.2024 4.99% 0.41 CHF 0.43 CHF 25'000 25'000 25'000 25'000 9'767 CHF 10'267 CHF 99.55% 99.55%

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