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 3.85% 0.42 CHF 0.44 CHF 26'820 26'820 26'244 26'244 13'633 CHF 14'158 CHF 100.00% 100.00%
12.07.2024 3.82% 0.57 CHF 0.59 CHF 26'380 26'380 26'250 26'250 13'616 CHF 14'141 CHF 100.00% 100.00%
11.07.2024 4.43% 0.47 CHF 0.49 CHF 26'550 26'550 26'422 26'422 11'798 CHF 12'327 CHF 99.97% 99.97%
10.07.2024 5.03% 0.43 CHF 0.45 CHF 26'730 26'730 26'525 26'525 10'398 CHF 10'929 CHF 100.00% 100.00%
09.07.2024 4.67% 0.38 CHF 0.40 CHF 26'760 26'760 26'421 26'421 11'213 CHF 11'742 CHF 99.58% 99.58%
08.07.2024 4.96% 0.39 CHF 0.41 CHF 26'800 26'800 26'480 26'480 10'574 CHF 11'105 CHF 100.00% 100.00%
05.07.2024 4.92% 0.36 CHF 0.38 CHF 26'880 26'880 26'532 26'532 10'656 CHF 11'187 CHF 99.80% 99.80%
04.07.2024 4.80% 0.42 CHF 0.44 CHF 26'760 26'760 26'511 26'511 10'895 CHF 11'426 CHF 100.00% 100.00%
03.07.2024 5.32% 0.40 CHF 0.42 CHF 26'820 26'820 26'625 26'625 9'857 CHF 10'390 CHF 100.00% 100.00%
02.07.2024 6.43% 0.37 CHF 0.39 CHF 26'820 26'820 26'741 26'741 8'192 CHF 8'727 CHF 99.71% 99.71%

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