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 0.32% 12.34 CHF 12.38 CHF 3'800 3'800 3'806 3'806 47'942 CHF 48'095 CHF 99.44% 99.44%
12.07.2024 0.28% 14.33 CHF 14.37 CHF 3'600 3'600 3'627 3'627 51'338 CHF 51'483 CHF 99.98% 99.98%
11.07.2024 0.25% 14.23 CHF 14.27 CHF 4'000 4'000 4'049 4'049 54'343 CHF 54'478 CHF 99.75% 99.75%
10.07.2024 0.24% 12.86 CHF 12.89 CHF 4'200 4'200 4'216 4'216 53'757 CHF 53'884 CHF 100.00% 100.00%
09.07.2024 0.23% 12.26 CHF 12.29 CHF 4'100 4'100 4'083 4'083 52'385 CHF 52'508 CHF 99.73% 99.73%
08.07.2024 0.31% 12.91 CHF 12.95 CHF 3'900 3'900 3'884 3'884 50'845 CHF 51'000 CHF 99.99% 99.99%
05.07.2024 0.24% 13.60 CHF 13.64 CHF 4'000 4'000 4'061 4'061 54'533 CHF 54'666 CHF 99.81% 99.81%
04.07.2024 0.24% 12.75 CHF 12.78 CHF 4'200 4'200 4'183 4'183 52'712 CHF 52'837 CHF 100.00% 100.00%
03.07.2024 0.26% 12.39 CHF 12.42 CHF 4'500 4'500 4'481 4'481 52'459 CHF 52'594 CHF 99.99% 99.99%
02.07.2024 0.25% 11.72 CHF 11.75 CHF 4'300 4'300 4'282 4'282 50'650 CHF 50'779 CHF 99.97% 99.97%

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