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 0.33% 15.60 CHF 15.65 CHF 17'610 17'610 17'580 17'580 270'448 CHF 271'328 CHF 99.98% 99.98%
12.07.2024 0.33% 15.55 CHF 15.60 CHF 17'641 17'641 17'541 17'541 270'530 CHF 271'408 CHF 99.98% 99.98%
11.07.2024 0.32% 16.15 CHF 16.20 CHF 17'205 17'205 17'271 17'271 272'926 CHF 273'790 CHF 99.25% 99.25%
10.07.2024 0.32% 15.65 CHF 15.70 CHF 17'520 17'520 17'306 17'306 271'185 CHF 272'051 CHF 100.00% 100.00%
09.07.2024 0.32% 15.40 CHF 15.45 CHF 17'625 17'625 17'293 17'293 271'313 CHF 272'179 CHF 99.86% 99.86%
08.07.2024 0.32% 15.70 CHF 15.75 CHF 17'446 17'446 17'303 17'303 271'336 CHF 272'202 CHF 100.00% 100.00%
05.07.2024 0.33% 15.85 CHF 15.90 CHF 17'387 17'387 17'488 17'488 269'734 CHF 270'610 CHF 99.69% 99.69%
04.07.2024 0.33% 15.20 CHF 15.25 CHF 17'791 17'791 17'617 17'617 267'520 CHF 268'402 CHF 100.00% 100.00%
03.07.2024 0.33% 15.35 CHF 15.40 CHF 17'706 17'706 17'644 17'644 266'571 CHF 267'454 CHF 100.00% 100.00%
02.07.2024 0.35% 14.65 CHF 14.70 CHF 18'086 18'086 18'069 18'069 259'804 CHF 260'708 CHF 99.98% 99.98%

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