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 0.62% 1.66 CHF 1.67 CHF 100'000 100'000 100'000 100'000 161'776 CHF 162'776 CHF 97.70% 97.70%
24.07.2024 0.55% 1.82 CHF 1.83 CHF 100'000 100'000 100'000 100'000 182'925 CHF 183'925 CHF 98.31% 98.31%
23.07.2024 0.51% 1.94 CHF 1.95 CHF 100'000 100'000 100'000 100'000 196'825 CHF 197'825 CHF 99.71% 99.71%
22.07.2024 0.51% 2.01 CHF 2.02 CHF 100'000 100'000 100'000 100'000 196'074 CHF 197'074 CHF 97.25% 97.25%
19.07.2024 0.55% 1.78 CHF 1.79 CHF 100'000 100'000 100'000 100'000 182'336 CHF 183'336 CHF 97.36% 97.36%
18.07.2024 0.51% 1.93 CHF 1.94 CHF 100'000 100'000 100'000 100'000 195'218 CHF 196'218 CHF 99.54% 99.54%
17.07.2024 0.50% 2.04 CHF 2.05 CHF 100'000 100'000 100'000 100'000 198'772 CHF 199'772 CHF 98.59% 98.59%
16.07.2024 0.53% 1.94 CHF 1.95 CHF 100'000 100'000 100'000 100'000 187'032 CHF 188'032 CHF 98.14% 98.14%
15.07.2024 0.63% 1.99 CHF 2.00 CHF 100'000 100'000 100'000 100'000 210'906 CHF 212'243 CHF 93.64% 93.64%
12.07.2024 0.49% 2.12 CHF 2.13 CHF 100'000 100'000 100'000 100'000 204'216 CHF 205'216 CHF 96.09% 96.09%

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