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 0.40% 9.64 CHF 9.66 CHF 22'800 22'800 12'722 12'722 117'490 CHF 117'900 CHF 99.86% 99.86%
12.07.2024 0.39% 9.25 CHF 9.27 CHF 22'900 22'900 12'613 12'613 116'385 CHF 116'790 CHF 99.99% 99.99%
11.07.2024 0.42% 9.53 CHF 9.55 CHF 19'900 19'900 10'865 10'865 112'595 CHF 113'009 CHF 99.90% 99.90%
10.07.2024 0.35% 10.43 CHF 10.45 CHF 20'500 20'500 11'315 11'315 117'682 CHF 118'045 CHF 99.99% 99.99%
09.07.2024 0.35% 10.43 CHF 10.45 CHF 20'500 20'500 11'316 11'316 117'282 CHF 117'645 CHF 100.00% 100.00%
08.07.2024 0.42% 10.27 CHF 10.29 CHF 19'800 19'800 11'020 11'020 113'121 CHF 113'541 CHF 99.81% 99.81%
05.07.2024 0.37% 10.46 CHF 10.48 CHF 21'600 21'600 12'077 12'077 118'923 CHF 119'312 CHF 99.33% 99.33%
04.07.2024 0.42% 9.54 CHF 9.58 CHF 11'000 11'000 9'834 9'834 93'202 CHF 93'596 CHF 99.90% 99.90%
03.07.2024 0.39% 9.35 CHF 9.37 CHF 22'400 22'400 12'433 12'433 115'063 CHF 115'462 CHF 100.00% 100.00%
02.07.2024 0.41% 8.94 CHF 8.96 CHF 23'800 23'800 13'108 13'108 114'088 CHF 114'509 CHF 99.97% 99.97%

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