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% 14.37 CHF 14.38 CHF 61'000 61'000 27'195 27'195 390'179 CHF 390'537 CHF 99.97% 99.97%
12.07.2024 0.11% 14.64 CHF 14.65 CHF 60'000 60'000 27'077 27'077 387'467 CHF 387'823 CHF 100.00% 100.00%
11.07.2024 0.11% 14.28 CHF 14.29 CHF 61'000 61'000 26'885 26'885 387'178 CHF 387'533 CHF 99.95% 99.95%
10.07.2024 0.11% 14.38 CHF 14.39 CHF 61'000 61'000 27'187 27'187 385'859 CHF 386'217 CHF 99.95% 99.95%
09.07.2024 0.11% 13.87 CHF 13.88 CHF 63'000 63'000 27'668 27'668 386'569 CHF 386'932 CHF 99.72% 99.72%
08.07.2024 0.11% 13.62 CHF 13.63 CHF 64'000 64'000 28'130 28'130 382'825 CHF 383'194 CHF 100.00% 100.00%
05.07.2024 0.12% 13.35 CHF 13.36 CHF 65'000 65'000 29'184 29'184 378'861 CHF 379'245 CHF 99.35% 99.35%
04.07.2024 0.12% 12.68 CHF 12.69 CHF 24'000 24'000 20'318 20'318 259'229 CHF 259'522 CHF 97.59% 97.59%
03.07.2024 0.12% 12.74 CHF 12.75 CHF 68'000 68'000 29'583 29'583 377'133 CHF 377'521 CHF 98.81% 98.81%
02.07.2024 0.13% 12.30 CHF 12.31 CHF 70'000 70'000 30'599 30'599 373'162 CHF 373'564 CHF 99.95% 99.95%

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