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% 23.18 CHF 23.19 CHF 43'000 43'000 19'517 19'517 452'263 CHF 452'678 CHF 99.84% 99.84%
12.07.2024 0.12% 23.25 CHF 23.26 CHF 43'000 43'000 19'562 19'562 453'936 CHF 454'351 CHF 99.99% 99.99%
11.07.2024 0.12% 23.33 CHF 23.34 CHF 43'000 43'000 19'193 19'193 458'776 CHF 459'185 CHF 99.75% 99.75%
10.07.2024 0.12% 23.89 CHF 23.90 CHF 42'000 42'000 19'122 19'122 461'216 CHF 461'625 CHF 99.27% 99.27%
09.07.2024 0.12% 24.20 CHF 24.21 CHF 42'000 42'000 19'102 19'102 461'368 CHF 461'776 CHF 99.99% 99.99%
08.07.2024 0.12% 24.11 CHF 24.12 CHF 42'000 42'000 19'103 19'103 461'072 CHF 461'479 CHF 99.95% 99.95%
05.07.2024 0.12% 24.15 CHF 24.16 CHF 42'000 42'000 19'057 19'057 457'907 CHF 458'314 CHF 99.81% 99.81%
04.07.2024 0.13% 23.98 CHF 24.00 CHF 17'000 17'000 13'814 13'814 330'910 CHF 331'302 CHF 98.30% 98.30%
03.07.2024 0.12% 23.86 CHF 23.87 CHF 42'000 42'000 19'174 19'174 463'871 CHF 464'284 CHF 96.05% 96.05%
02.07.2024 0.12% 23.95 CHF 23.96 CHF 42'000 42'000 19'050 19'050 453'818 CHF 454'225 CHF 99.98% 99.98%

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