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 3.25% 0.67 CHF 0.69 CHF 100'000 100'000 100'000 100'000 60'534 CHF 62'534 CHF 97.97% 97.97%
24.07.2024 3.03% 0.63 CHF 0.65 CHF 100'000 100'000 100'000 100'000 65'028 CHF 67'028 CHF 99.58% 99.58%
23.07.2024 2.94% 0.66 CHF 0.68 CHF 100'000 100'000 100'000 100'000 66'972 CHF 68'972 CHF 89.27% 89.27%
22.07.2024 2.46% 0.82 CHF 0.84 CHF 100'000 100'000 100'000 100'000 80'359 CHF 82'359 CHF 26.81% 26.81%
19.07.2024 2.52% 0.76 CHF 0.78 CHF 100'000 100'000 100'000 100'000 78'335 CHF 80'335 CHF 98.65% 98.65%
18.07.2024 2.30% 0.87 CHF 0.89 CHF 100'000 100'000 100'000 100'000 86'001 CHF 88'001 CHF 98.95% 98.95%
17.07.2024 2.47% 0.81 CHF 0.83 CHF 100'000 100'000 100'000 100'000 80'011 CHF 82'011 CHF 99.33% 99.33%
16.07.2024 2.38% 0.83 CHF 0.85 CHF 100'000 100'000 100'000 100'000 83'035 CHF 85'035 CHF 99.48% 99.48%
15.07.2024 2.27% 0.88 CHF 0.90 CHF 100'000 100'000 100'000 100'000 86'978 CHF 88'978 CHF 98.05% 98.05%
12.07.2024 2.27% 0.89 CHF 0.91 CHF 100'000 100'000 100'000 100'000 87'189 CHF 89'189 CHF 99.55% 99.55%

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