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 0.17% 22.76 CHF 22.80 CHF 5'600 5'600 5'600 5'600 130'289 CHF 130'513 CHF 99.99% 99.99%
12.07.2024 0.18% 24.11 CHF 24.15 CHF 5'900 5'900 5'900 5'900 133'820 CHF 134'056 CHF 99.99% 99.99%
11.07.2024 0.19% 21.95 CHF 21.99 CHF 6'100 6'100 6'216 6'216 133'304 CHF 133'553 CHF 99.76% 99.76%
10.07.2024 0.19% 21.06 CHF 21.10 CHF 6'600 6'600 6'600 6'600 135'970 CHF 136'234 CHF 99.99% 99.99%
09.07.2024 0.19% 19.82 CHF 19.86 CHF 6'300 6'300 6'300 6'300 129'880 CHF 130'132 CHF 99.74% 99.74%
08.07.2024 0.18% 21.57 CHF 21.61 CHF 6'100 6'100 6'151 6'151 134'389 CHF 134'635 CHF 99.98% 99.98%
05.07.2024 0.18% 21.26 CHF 21.30 CHF 6'100 6'100 5'930 5'930 132'231 CHF 132'468 CHF 99.77% 99.77%
04.07.2024 0.18% 22.48 CHF 22.52 CHF 6'000 6'000 6'000 6'000 133'379 CHF 133'619 CHF 100.00% 100.00%
03.07.2024 0.18% 21.82 CHF 21.86 CHF 6'300 6'300 6'397 6'397 138'204 CHF 138'460 CHF 100.00% 100.00%
02.07.2024 0.20% 20.09 CHF 20.13 CHF 6'500 6'500 6'500 6'500 127'343 CHF 127'603 CHF 99.94% 99.94%

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