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 0.38% 5.16 CHF 5.18 CHF 18'800 18'800 18'310 18'310 95'764 CHF 96'130 CHF 99.99% 99.99%
12.07.2024 0.37% 5.57 CHF 5.59 CHF 19'600 19'600 19'090 19'090 104'082 CHF 104'464 CHF 100.00% 100.00%
11.07.2024 0.37% 5.15 CHF 5.17 CHF 19'000 19'000 18'505 18'505 99'454 CHF 99'824 CHF 99.98% 99.98%
10.07.2024 0.38% 5.35 CHF 5.37 CHF 18'900 18'900 18'407 18'407 96'377 CHF 96'745 CHF 100.00% 100.00%
09.07.2024 0.36% 5.39 CHF 5.41 CHF 19'100 19'100 18'602 18'602 101'793 CHF 102'165 CHF 100.00% 100.00%
08.07.2024 0.36% 5.35 CHF 5.37 CHF 17'800 17'800 17'336 17'336 95'055 CHF 95'401 CHF 100.00% 100.00%
05.07.2024 0.34% 5.75 CHF 5.77 CHF 17'000 17'000 16'556 16'556 96'158 CHF 96'489 CHF 99.81% 99.81%
04.07.2024 0.33% 6.16 CHF 6.18 CHF 17'300 17'300 16'847 16'847 102'504 CHF 102'841 CHF 99.49% 99.49%
03.07.2024 0.35% 6.07 CHF 6.09 CHF 19'000 19'000 18'502 18'502 106'778 CHF 107'149 CHF 99.35% 99.35%
02.07.2024 0.38% 5.30 CHF 5.32 CHF 18'500 18'500 18'283 18'283 96'428 CHF 96'794 CHF 99.99% 99.99%

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