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
15.07.2024 0.92% 2.49 CHF 2.50 CHF 60'000 60'000 26'840 26'840 67'482 CHF 67'968 CHF 99.99% 99.99%
12.07.2024 0.92% 2.51 CHF 2.52 CHF 60'000 60'000 26'844 26'844 67'503 CHF 67'989 CHF 100.00% 100.00%
11.07.2024 0.93% 2.51 CHF 2.52 CHF 60'000 60'000 26'831 26'831 67'158 CHF 67'644 CHF 99.99% 99.99%
10.07.2024 0.75% 2.45 CHF 2.46 CHF 60'000 60'000 26'830 26'830 64'620 CHF 65'026 CHF 99.90% 99.90%
09.07.2024 0.77% 2.37 CHF 2.38 CHF 60'000 60'000 27'864 27'864 65'343 CHF 65'767 CHF 99.74% 99.74%
08.07.2024 0.76% 2.36 CHF 2.37 CHF 60'000 60'000 27'094 27'094 64'307 CHF 64'717 CHF 99.32% 99.32%
05.07.2024 0.76% 2.32 CHF 2.33 CHF 62'000 62'000 27'962 27'962 65'250 CHF 65'674 CHF 99.88% 99.88%
04.07.2024 0.84% 2.38 CHF 2.40 CHF 24'000 24'000 19'232 19'232 45'400 CHF 45'784 CHF 99.63% 99.63%
03.07.2024 0.76% 2.33 CHF 2.34 CHF 62'000 62'000 27'196 27'196 64'046 CHF 64'456 CHF 100.00% 100.00%
02.07.2024 0.75% 2.39 CHF 2.40 CHF 60'000 60'000 26'855 26'855 64'268 CHF 64'675 CHF 100.00% 100.00%

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