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 0.28% 15.57 CHF 15.59 CHF 26'200 26'200 11'738 11'738 182'629 CHF 183'030 CHF 99.95% 99.95%
12.07.2024 0.28% 15.70 CHF 15.72 CHF 25'900 25'900 11'616 11'616 181'334 CHF 181'730 CHF 100.00% 100.00%
11.07.2024 0.30% 15.89 CHF 15.91 CHF 24'000 24'000 10'528 10'528 178'416 CHF 178'829 CHF 99.88% 99.88%
10.07.2024 0.30% 16.79 CHF 16.81 CHF 23'600 23'600 10'548 10'548 182'040 CHF 182'454 CHF 99.27% 99.27%
09.07.2024 0.30% 17.43 CHF 17.45 CHF 23'600 23'600 10'576 10'576 183'496 CHF 183'910 CHF 100.00% 100.00%
08.07.2024 0.30% 17.31 CHF 17.33 CHF 23'300 23'300 10'482 10'482 182'212 CHF 182'624 CHF 100.00% 100.00%
05.07.2024 0.31% 17.37 CHF 17.39 CHF 24'200 24'200 10'816 10'816 185'221 CHF 185'647 CHF 99.82% 99.82%
04.07.2024 0.33% 17.00 CHF 17.04 CHF 9'700 9'700 7'789 7'789 131'810 CHF 132'218 CHF 98.30% 98.30%
03.07.2024 0.29% 16.74 CHF 16.76 CHF 23'300 23'300 10'339 10'339 179'269 CHF 179'676 CHF 99.08% 99.08%
02.07.2024 0.31% 16.87 CHF 16.89 CHF 24'200 24'200 10'821 10'821 179'682 CHF 180'107 CHF 99.97% 99.97%

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