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 0.14% 20.63 CHF 20.64 CHF 43'000 43'000 19'539 19'539 402'961 CHF 403'375 CHF 99.97% 99.97%
12.07.2024 0.14% 20.70 CHF 20.71 CHF 43'000 43'000 19'562 19'562 404'076 CHF 404'491 CHF 99.99% 99.99%
11.07.2024 0.13% 20.79 CHF 20.80 CHF 43'000 43'000 19'172 19'172 409'405 CHF 409'813 CHF 99.89% 99.89%
10.07.2024 0.13% 21.33 CHF 21.34 CHF 42'000 42'000 19'122 19'122 412'286 CHF 412'694 CHF 99.27% 99.27%
09.07.2024 0.13% 21.64 CHF 21.65 CHF 42'000 42'000 19'104 19'104 412'566 CHF 412'974 CHF 100.00% 100.00%
08.07.2024 0.13% 21.56 CHF 21.57 CHF 42'000 42'000 19'102 19'102 412'335 CHF 412'743 CHF 100.00% 100.00%
05.07.2024 0.13% 21.60 CHF 21.61 CHF 42'000 42'000 19'058 19'058 409'235 CHF 409'643 CHF 99.82% 99.82%
04.07.2024 0.14% 21.43 CHF 21.45 CHF 17'000 17'000 13'814 13'814 295'545 CHF 295'937 CHF 98.30% 98.30%
03.07.2024 0.13% 21.30 CHF 21.31 CHF 42'000 42'000 18'887 18'887 408'570 CHF 408'978 CHF 98.99% 98.99%
02.07.2024 0.14% 21.39 CHF 21.40 CHF 42'000 42'000 18'905 18'905 401'842 CHF 402'249 CHF 99.02% 99.02%

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