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% 53.17 CHF 53.20 CHF 26'000 26'000 14'679 14'679 776'094 CHF 776'535 CHF 98.30% 98.30%
12.07.2024 0.06% 52.20 CHF 52.23 CHF 26'000 26'000 15'034 15'034 774'899 CHF 775'351 CHF 99.98% 99.98%
11.07.2024 0.06% 50.92 CHF 50.95 CHF 27'000 27'000 14'785 14'785 770'260 CHF 770'706 CHF 99.93% 99.93%
10.07.2024 0.06% 52.14 CHF 52.17 CHF 26'000 26'000 14'876 14'876 771'894 CHF 772'342 CHF 99.89% 99.89%
09.07.2024 0.06% 51.34 CHF 51.37 CHF 27'000 27'000 15'129 15'129 776'979 CHF 777'433 CHF 99.27% 99.27%
08.07.2024 0.06% 50.90 CHF 50.93 CHF 27'000 27'000 15'092 15'092 767'749 CHF 768'203 CHF 99.93% 99.93%
05.07.2024 0.06% 50.53 CHF 50.56 CHF 27'000 27'000 15'107 15'107 755'917 CHF 756'372 CHF 99.35% 99.35%
04.07.2024 0.06% 49.73 CHF 49.76 CHF 14'000 14'000 12'393 12'393 617'010 CHF 617'381 CHF 99.26% 99.26%
03.07.2024 0.06% 49.66 CHF 49.69 CHF 28'000 28'000 14'992 14'992 743'355 CHF 743'806 CHF 97.18% 97.18%
02.07.2024 0.06% 49.67 CHF 49.70 CHF 28'000 28'000 15'318 15'318 749'597 CHF 750'057 CHF 99.97% 99.97%

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