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 0.11% 9.20 CHF 9.21 CHF 17'000 17'000 16'377 16'377 154'308 CHF 154'472 CHF 100.00% 100.00%
12.07.2024 0.11% 9.50 CHF 9.51 CHF 16'500 16'500 16'346 16'346 153'779 CHF 153'942 CHF 100.00% 100.00%
11.07.2024 0.11% 9.44 CHF 9.45 CHF 16'500 16'500 16'345 16'345 154'317 CHF 154'481 CHF 99.85% 99.85%
10.07.2024 0.11% 9.36 CHF 9.37 CHF 16'500 16'500 16'345 16'345 152'261 CHF 152'425 CHF 99.95% 99.95%
09.07.2024 0.11% 9.47 CHF 9.48 CHF 16'500 16'500 16'345 16'345 155'030 CHF 155'194 CHF 100.00% 100.00%
08.07.2024 0.11% 9.23 CHF 9.24 CHF 16'500 16'500 16'350 16'350 150'909 CHF 151'073 CHF 100.00% 100.00%
05.07.2024 0.11% 9.09 CHF 9.10 CHF 17'000 17'000 16'518 16'518 151'749 CHF 151'914 CHF 100.00% 100.00%
04.07.2024 0.11% 9.27 CHF 9.28 CHF 16'500 16'500 16'407 16'407 151'761 CHF 151'925 CHF 100.00% 100.00%
03.07.2024 0.11% 9.27 CHF 9.28 CHF 16'500 16'500 16'469 16'469 151'508 CHF 151'673 CHF 99.73% 99.73%
02.07.2024 0.11% 9.14 CHF 9.15 CHF 17'000 17'000 16'816 16'816 150'685 CHF 150'854 CHF 99.94% 99.94%

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