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 0.19% 54.30 CHF 54.40 CHF 8'300 8'300 8'300 8'300 447'437 CHF 448'267 CHF 99.98% 99.98%
12.07.2024 0.19% 54.50 CHF 54.60 CHF 8'300 8'300 8'300 8'300 442'913 CHF 443'743 CHF 100.00% 100.00%
11.07.2024 0.17% 56.50 CHF 56.60 CHF 7'700 7'700 7'700 7'700 444'233 CHF 445'003 CHF 99.99% 99.99%
10.07.2024 0.17% 58.50 CHF 58.60 CHF 7'900 7'900 7'900 7'900 454'686 CHF 455'476 CHF 100.00% 100.00%
09.07.2024 0.18% 54.30 CHF 54.40 CHF 8'000 8'000 8'000 8'000 435'626 CHF 436'426 CHF 99.99% 99.99%
08.07.2024 0.19% 51.80 CHF 51.90 CHF 8'500 8'500 8'500 8'500 438'504 CHF 439'354 CHF 100.00% 100.00%
05.07.2024 0.19% 51.80 CHF 51.90 CHF 8'400 8'400 8'400 8'400 432'760 CHF 433'600 CHF 99.92% 99.92%
04.07.2024 0.19% 51.40 CHF 51.50 CHF 8'400 8'400 8'400 8'400 432'020 CHF 432'860 CHF 100.00% 100.00%
03.07.2024 0.10% 50.00 CHF 50.05 CHF 8'600 8'600 8'600 8'600 429'461 CHF 429'891 CHF 100.00% 100.00%
02.07.2024 0.11% 47.55 CHF 47.60 CHF 8'900 8'900 8'900 8'900 418'045 CHF 418'490 CHF 99.99% 99.99%

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