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% 36.30 CHF 36.35 CHF 11'500 11'500 6'402 6'402 228'069 CHF 228'390 CHF 98.85% 98.85%
12.07.2024 0.16% 34.10 CHF 34.15 CHF 12'100 12'100 6'770 6'770 220'508 CHF 220'847 CHF 99.98% 99.98%
11.07.2024 0.15% 31.30 CHF 31.35 CHF 11'500 11'500 6'207 6'207 210'417 CHF 210'729 CHF 99.96% 99.96%
10.07.2024 0.15% 33.70 CHF 33.75 CHF 11'800 11'800 6'562 6'562 218'252 CHF 218'581 CHF 99.88% 99.88%
09.07.2024 0.16% 32.05 CHF 32.10 CHF 12'100 12'100 6'732 6'732 216'185 CHF 216'522 CHF 99.43% 99.43%
08.07.2024 0.16% 31.20 CHF 31.25 CHF 12'500 12'500 6'910 6'910 215'714 CHF 216'061 CHF 100.00% 100.00%
05.07.2024 0.18% 30.40 CHF 30.45 CHF 13'300 13'300 7'424 7'424 217'831 CHF 218'203 CHF 99.35% 99.35%
04.07.2024 0.17% 28.60 CHF 28.65 CHF 6'800 6'800 6'055 6'055 173'526 CHF 173'829 CHF 99.49% 99.49%
03.07.2024 0.18% 28.40 CHF 28.45 CHF 13'900 13'900 7'684 7'684 216'025 CHF 216'410 CHF 99.36% 99.36%
02.07.2024 0.19% 28.20 CHF 28.25 CHF 14'400 14'400 8'089 8'089 216'212 CHF 216'616 CHF 99.99% 99.99%

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