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 0.26% 7.62 CHF 7.64 CHF 26'900 26'900 26'867 26'867 207'216 CHF 207'754 CHF 99.99% 99.99%
12.07.2024 0.27% 7.76 CHF 7.78 CHF 28'200 28'200 28'531 28'531 208'867 CHF 209'437 CHF 100.00% 100.00%
11.07.2024 0.27% 7.43 CHF 7.45 CHF 29'100 29'100 28'871 28'871 210'184 CHF 210'761 CHF 99.95% 99.95%
10.07.2024 0.28% 7.18 CHF 7.20 CHF 29'700 29'700 29'629 29'629 211'819 CHF 212'411 CHF 100.00% 100.00%
09.07.2024 0.27% 6.97 CHF 6.99 CHF 28'200 28'200 27'653 27'653 204'055 CHF 204'608 CHF 99.99% 99.99%
08.07.2024 0.25% 7.59 CHF 7.61 CHF 27'000 27'000 26'487 26'487 210'109 CHF 210'639 CHF 100.00% 100.00%
05.07.2024 0.25% 7.81 CHF 7.83 CHF 27'600 27'600 27'522 27'522 219'153 CHF 219'703 CHF 99.86% 99.86%
04.07.2024 0.27% 7.46 CHF 7.48 CHF 27'700 27'700 27'586 27'586 206'949 CHF 207'500 CHF 100.00% 100.00%
03.07.2024 0.27% 7.51 CHF 7.53 CHF 29'200 29'200 29'080 29'080 215'433 CHF 216'015 CHF 99.99% 99.99%
02.07.2024 0.29% 7.08 CHF 7.10 CHF 29'400 29'400 29'228 29'228 204'354 CHF 204'938 CHF 99.98% 99.98%

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