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 0.61% 17.92 CHF 18.03 CHF 7'500 7'500 7'484 7'484 133'957 CHF 134'776 CHF 100.00% 100.00%
12.07.2024 0.58% 17.60 CHF 17.70 CHF 7'700 7'700 7'749 7'749 132'681 CHF 133'456 CHF 99.98% 99.98%
11.07.2024 0.60% 16.87 CHF 16.97 CHF 8'200 8'200 8'200 8'200 135'214 CHF 136'034 CHF 99.78% 99.78%
10.07.2024 0.64% 15.79 CHF 15.89 CHF 8'400 8'400 8'400 8'400 130'716 CHF 131'554 CHF 99.99% 99.99%
09.07.2024 0.61% 15.77 CHF 15.87 CHF 8'200 8'200 8'016 8'016 130'505 CHF 131'307 CHF 99.71% 99.71%
08.07.2024 0.55% 16.25 CHF 16.34 CHF 8'500 8'500 8'512 8'512 137'703 CHF 138'469 CHF 99.99% 99.99%
05.07.2024 0.62% 15.22 CHF 15.31 CHF 8'400 8'400 8'389 8'389 131'403 CHF 132'226 CHF 99.76% 99.76%
04.07.2024 0.58% 15.58 CHF 15.67 CHF 8'800 8'800 8'799 8'799 135'962 CHF 136'754 CHF 100.00% 100.00%
03.07.2024 0.62% 14.83 CHF 14.92 CHF 9'300 9'300 9'310 9'310 135'479 CHF 136'317 CHF 100.00% 100.00%
02.07.2024 0.66% 14.03 CHF 14.12 CHF 9'000 9'000 9'000 9'000 123'091 CHF 123'901 CHF 99.95% 99.95%

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