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 0.17% 11.65 CHF 11.67 CHF 23'000 23'000 22'908 22'908 268'321 CHF 268'779 CHF 100.00% 100.00%
12.07.2024 0.17% 11.68 CHF 11.70 CHF 23'000 23'000 23'000 23'000 267'933 CHF 268'393 CHF 99.99% 99.99%
11.07.2024 0.17% 11.73 CHF 11.75 CHF 23'000 23'000 22'915 22'915 268'972 CHF 269'430 CHF 99.98% 99.98%
10.07.2024 0.17% 11.71 CHF 11.73 CHF 23'000 23'000 23'000 23'000 267'893 CHF 268'353 CHF 100.00% 100.00%
09.07.2024 0.17% 11.55 CHF 11.57 CHF 23'000 23'000 22'973 22'973 266'101 CHF 266'561 CHF 100.00% 100.00%
08.07.2024 0.17% 11.53 CHF 11.55 CHF 23'000 23'000 23'000 23'000 266'214 CHF 266'674 CHF 99.70% 99.70%
05.07.2024 0.18% 11.34 CHF 11.36 CHF 23'000 23'000 23'000 23'000 262'127 CHF 262'587 CHF 100.00% 100.00%
04.07.2024 0.18% 11.39 CHF 11.41 CHF 23'000 23'000 23'000 23'000 261'777 CHF 262'237 CHF 100.00% 100.00%
03.07.2024 0.18% 11.23 CHF 11.25 CHF 23'000 23'000 23'243 23'243 260'403 CHF 260'868 CHF 100.00% 100.00%
02.07.2024 0.18% 11.39 CHF 11.41 CHF 23'000 23'000 23'000 23'000 260'529 CHF 260'989 CHF 99.98% 99.98%

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