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 0.06% 53.46 CHF 53.49 CHF 26'000 26'000 14'679 14'679 780'249 CHF 780'690 CHF 98.32% 98.32%
12.07.2024 0.06% 52.48 CHF 52.51 CHF 26'000 26'000 15'034 15'034 779'166 CHF 779'618 CHF 99.98% 99.98%
11.07.2024 0.06% 51.20 CHF 51.23 CHF 27'000 27'000 14'786 14'786 774'527 CHF 774'974 CHF 99.93% 99.93%
10.07.2024 0.06% 52.42 CHF 52.45 CHF 26'000 26'000 14'875 14'875 776'064 CHF 776'511 CHF 99.88% 99.88%
09.07.2024 0.06% 51.63 CHF 51.66 CHF 27'000 27'000 15'130 15'130 781'363 CHF 781'818 CHF 99.28% 99.28%
08.07.2024 0.06% 51.18 CHF 51.21 CHF 27'000 27'000 15'091 15'091 772'023 CHF 772'477 CHF 99.93% 99.93%
05.07.2024 0.06% 50.82 CHF 50.85 CHF 27'000 27'000 15'107 15'107 760'207 CHF 760'661 CHF 99.35% 99.35%
04.07.2024 0.06% 50.01 CHF 50.04 CHF 14'000 14'000 12'393 12'393 620'539 CHF 620'911 CHF 99.25% 99.25%
03.07.2024 0.06% 49.95 CHF 49.98 CHF 28'000 28'000 15'000 15'000 748'046 CHF 748'497 CHF 97.24% 97.24%
02.07.2024 0.06% 49.95 CHF 49.98 CHF 28'000 28'000 15'314 15'314 753'806 CHF 754'266 CHF 99.95% 99.95%

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