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 0.12% 23.74 CHF 23.76 CHF 30'000 30'000 16'537 16'537 387'473 CHF 387'904 CHF 99.97% 99.97%
12.07.2024 0.12% 23.42 CHF 23.44 CHF 30'000 30'000 16'541 16'541 387'439 CHF 387'870 CHF 99.98% 99.98%
11.07.2024 0.12% 23.58 CHF 23.60 CHF 30'000 30'000 16'455 16'455 397'579 CHF 398'009 CHF 99.96% 99.96%
10.07.2024 0.12% 24.26 CHF 24.28 CHF 29'000 29'000 16'315 16'315 395'258 CHF 395'685 CHF 99.99% 99.99%
09.07.2024 0.12% 24.23 CHF 24.25 CHF 29'000 29'000 16'321 16'321 394'884 CHF 395'311 CHF 100.00% 100.00%
08.07.2024 0.12% 24.11 CHF 24.13 CHF 29'000 29'000 16'487 16'487 397'073 CHF 397'503 CHF 99.81% 99.81%
05.07.2024 0.12% 24.23 CHF 24.25 CHF 29'000 29'000 16'369 16'369 389'697 CHF 390'125 CHF 99.27% 99.27%
04.07.2024 0.13% 23.61 CHF 23.64 CHF 15'000 15'000 13'405 13'405 316'076 CHF 316'478 CHF 100.00% 100.00%
03.07.2024 0.12% 23.50 CHF 23.52 CHF 30'000 30'000 16'533 16'533 387'893 CHF 388'324 CHF 99.99% 99.99%
02.07.2024 0.12% 23.23 CHF 23.25 CHF 30'000 30'000 16'533 16'533 381'275 CHF 381'673 CHF 99.97% 99.97%

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