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 0.27% 10.75 CHF 10.78 CHF 14'600 14'600 14'402 14'402 157'633 CHF 158'065 CHF 99.97% 99.97%
12.07.2024 0.28% 11.14 CHF 11.17 CHF 14'500 14'500 14'790 14'790 159'340 CHF 159'784 CHF 100.00% 100.00%
11.07.2024 0.28% 10.78 CHF 10.81 CHF 14'600 14'600 14'537 14'537 156'069 CHF 156'505 CHF 99.99% 99.99%
10.07.2024 0.27% 11.04 CHF 11.07 CHF 14'800 14'800 14'739 14'739 162'025 CHF 162'467 CHF 100.00% 100.00%
09.07.2024 0.27% 10.97 CHF 11.00 CHF 14'800 14'800 14'594 14'594 162'736 CHF 163'174 CHF 99.99% 99.99%
08.07.2024 0.19% 10.76 CHF 10.78 CHF 15'300 15'300 15'237 15'237 162'897 CHF 163'202 CHF 99.99% 99.99%
05.07.2024 0.19% 10.40 CHF 10.42 CHF 15'300 15'300 15'237 15'237 159'623 CHF 159'928 CHF 99.79% 99.79%
04.07.2024 0.19% 10.47 CHF 10.49 CHF 15'400 15'400 15'336 15'336 159'523 CHF 159'830 CHF 99.49% 99.49%
03.07.2024 0.20% 10.26 CHF 10.28 CHF 15'100 15'100 15'374 15'374 156'517 CHF 156'825 CHF 99.91% 99.91%
02.07.2024 0.19% 10.57 CHF 10.59 CHF 15'100 15'100 15'252 15'252 157'925 CHF 158'230 CHF 99.98% 99.98%

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