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 0.11% 26.43 CHF 26.45 CHF 30'000 30'000 16'537 16'537 431'966 CHF 432'397 CHF 99.98% 99.98%
12.07.2024 0.11% 26.11 CHF 26.13 CHF 30'000 30'000 16'542 16'542 431'964 CHF 432'395 CHF 99.99% 99.99%
11.07.2024 0.10% 26.27 CHF 26.29 CHF 30'000 30'000 16'451 16'451 441'798 CHF 442'227 CHF 99.94% 99.94%
10.07.2024 0.10% 26.97 CHF 26.99 CHF 29'000 29'000 16'315 16'315 439'293 CHF 439'720 CHF 99.99% 99.99%
09.07.2024 0.11% 26.93 CHF 26.95 CHF 29'000 29'000 16'320 16'320 438'876 CHF 439'303 CHF 99.99% 99.99%
08.07.2024 0.11% 26.80 CHF 26.82 CHF 29'000 29'000 16'464 16'464 440'831 CHF 441'261 CHF 99.88% 99.88%
05.07.2024 0.11% 26.93 CHF 26.95 CHF 29'000 29'000 16'373 16'373 433'930 CHF 434'358 CHF 99.15% 99.15%
04.07.2024 0.11% 26.31 CHF 26.34 CHF 15'000 15'000 13'415 13'415 352'521 CHF 352'923 CHF 99.33% 99.33%
03.07.2024 0.11% 26.20 CHF 26.22 CHF 30'000 30'000 16'515 16'515 432'197 CHF 432'628 CHF 99.86% 99.86%
02.07.2024 0.10% 25.94 CHF 25.96 CHF 30'000 30'000 16'550 16'550 426'530 CHF 426'928 CHF 99.63% 99.63%

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