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 0.13% 22.13 CHF 22.14 CHF 43'000 43'000 19'520 19'520 431'861 CHF 432'276 CHF 99.86% 99.86%
12.07.2024 0.13% 22.20 CHF 22.21 CHF 43'000 43'000 19'561 19'561 433'441 CHF 433'856 CHF 99.99% 99.99%
11.07.2024 0.12% 22.29 CHF 22.30 CHF 43'000 43'000 19'182 19'182 438'432 CHF 438'841 CHF 99.70% 99.70%
10.07.2024 0.12% 22.83 CHF 22.84 CHF 42'000 42'000 19'122 19'122 441'112 CHF 441'521 CHF 99.27% 99.27%
09.07.2024 0.12% 23.15 CHF 23.16 CHF 42'000 42'000 19'103 19'103 441'330 CHF 441'738 CHF 99.99% 99.99%
08.07.2024 0.12% 23.07 CHF 23.08 CHF 42'000 42'000 19'103 19'103 441'071 CHF 441'479 CHF 99.99% 99.99%
05.07.2024 0.13% 23.10 CHF 23.11 CHF 42'000 42'000 19'057 19'057 437'890 CHF 438'297 CHF 99.81% 99.81%
04.07.2024 0.13% 22.93 CHF 22.95 CHF 17'000 17'000 13'814 13'814 316'380 CHF 316'773 CHF 98.30% 98.30%
03.07.2024 0.12% 22.81 CHF 22.82 CHF 42'000 42'000 19'099 19'099 441'984 CHF 442'396 CHF 95.89% 95.89%
02.07.2024 0.13% 22.90 CHF 22.91 CHF 42'000 42'000 19'045 19'045 433'598 CHF 434'005 CHF 99.96% 99.96%

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