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 0.39% 13.20 CHF 13.25 CHF 17'626 17'626 17'575 17'575 228'566 CHF 229'445 CHF 99.73% 99.73%
12.07.2024 0.39% 13.15 CHF 13.20 CHF 17'643 17'643 17'539 17'539 228'826 CHF 229'704 CHF 99.98% 99.98%
11.07.2024 0.38% 13.80 CHF 13.85 CHF 17'202 17'202 17'271 17'271 231'789 CHF 232'653 CHF 99.40% 99.40%
10.07.2024 0.38% 13.25 CHF 13.30 CHF 17'527 17'527 17'305 17'305 229'981 CHF 230'847 CHF 99.39% 99.39%
09.07.2024 0.38% 13.00 CHF 13.05 CHF 17'625 17'625 17'292 17'292 230'076 CHF 230'942 CHF 99.76% 99.76%
08.07.2024 0.38% 13.30 CHF 13.35 CHF 17'461 17'461 17'302 17'302 230'234 CHF 231'100 CHF 99.97% 99.97%
05.07.2024 0.39% 13.45 CHF 13.50 CHF 17'368 17'368 17'487 17'487 228'052 CHF 228'927 CHF 99.78% 99.78%
04.07.2024 0.39% 12.80 CHF 12.85 CHF 17'784 17'784 17'615 17'615 225'431 CHF 226'313 CHF 100.00% 100.00%
03.07.2024 0.40% 12.95 CHF 13.00 CHF 17'708 17'708 17'644 17'644 224'367 CHF 225'251 CHF 99.97% 99.97%
02.07.2024 0.42% 12.25 CHF 12.30 CHF 18'092 18'092 18'069 18'069 216'534 CHF 217'438 CHF 99.92% 99.92%

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