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 0.23% 4.45 CHF 4.46 CHF 29'190 29'190 28'775 28'775 128'643 CHF 128'931 CHF 99.97% 99.97%
12.07.2024 0.23% 4.46 CHF 4.47 CHF 29'120 29'120 28'848 28'848 128'472 CHF 128'761 CHF 100.00% 100.00%
11.07.2024 0.23% 4.42 CHF 4.43 CHF 29'190 29'190 29'019 29'019 128'091 CHF 128'382 CHF 98.93% 98.93%
10.07.2024 0.23% 4.36 CHF 4.37 CHF 29'560 29'560 29'414 29'414 127'377 CHF 127'672 CHF 99.91% 99.91%
09.07.2024 0.24% 4.29 CHF 4.30 CHF 29'890 29'890 29'657 29'657 127'000 CHF 127'297 CHF 99.51% 99.51%
08.07.2024 0.23% 4.33 CHF 4.34 CHF 29'670 29'670 29'334 29'334 127'278 CHF 127'572 CHF 100.00% 100.00%
05.07.2024 0.23% 4.31 CHF 4.32 CHF 29'780 29'780 29'442 29'442 127'419 CHF 127'714 CHF 99.69% 99.69%
04.07.2024 0.23% 4.35 CHF 4.36 CHF 29'630 29'630 29'282 29'282 127'574 CHF 127'867 CHF 100.00% 100.00%
03.07.2024 0.23% 4.34 CHF 4.35 CHF 29'710 29'710 29'582 29'582 127'243 CHF 127'539 CHF 100.00% 100.00%
02.07.2024 0.24% 4.25 CHF 4.26 CHF 30'100 30'100 30'026 30'026 126'278 CHF 126'579 CHF 99.92% 99.92%

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