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 1.79% 0.79 CHF 0.80 CHF 70'000 50'000 70'000 50'000 56'002 CHF 40'722 CHF 99.61% 99.61%
24.07.2024 1.77% 0.76 CHF 0.78 CHF 70'000 50'000 70'749 50'000 53'066 CHF 38'198 CHF 98.70% 98.70%
23.07.2024 1.70% 0.79 CHF 0.81 CHF 70'000 50'000 63'136 49'662 54'063 CHF 43'504 CHF 99.99% 99.99%
22.07.2024 1.31% 0.84 CHF 0.85 CHF 60'000 50'000 60'021 50'000 54'167 CHF 45'719 CHF 99.27% 99.27%
19.07.2024 1.27% 1.02 CHF 1.03 CHF 50'000 50'000 50'000 50'000 51'165 CHF 51'821 CHF 99.73% 99.73%
18.07.2024 1.40% 0.98 CHF 0.99 CHF 60'000 50'000 55'652 50'000 54'969 CHF 50'150 CHF 99.09% 99.09%
17.07.2024 1.27% 1.02 CHF 1.03 CHF 50'000 50'000 51'256 50'000 51'437 CHF 50'859 CHF 100.00% 100.00%
16.07.2024 1.29% 0.95 CHF 0.96 CHF 60'000 50'000 59'822 50'000 57'597 CHF 48'769 CHF 99.24% 99.24%
15.07.2024 1.20% 1.01 CHF 1.02 CHF 50'000 50'000 56'955 50'000 56'100 CHF 49'895 CHF 98.73% 98.73%
12.07.2024 1.22% 1.01 CHF 1.02 CHF 50'000 50'000 50'000 50'000 51'412 CHF 52'044 CHF 99.38% 99.38%

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