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 0.13% 12.10 CHF 12.11 CHF 61'000 61'000 27'200 27'200 328'683 CHF 329'041 CHF 99.99% 99.99%
12.07.2024 0.13% 12.37 CHF 12.38 CHF 60'000 60'000 27'074 27'074 326'141 CHF 326'497 CHF 99.99% 99.99%
11.07.2024 0.13% 12.02 CHF 12.03 CHF 61'000 61'000 26'901 26'901 326'486 CHF 326'841 CHF 99.91% 99.91%
10.07.2024 0.13% 12.11 CHF 12.12 CHF 61'000 61'000 27'185 27'185 324'082 CHF 324'440 CHF 99.95% 99.95%
09.07.2024 0.13% 11.60 CHF 11.61 CHF 63'000 63'000 27'671 27'671 323'797 CHF 324'160 CHF 99.73% 99.73%
08.07.2024 0.14% 11.36 CHF 11.37 CHF 64'000 64'000 28'130 28'130 319'134 CHF 319'502 CHF 100.00% 100.00%
05.07.2024 0.15% 11.08 CHF 11.09 CHF 65'000 65'000 29'193 29'193 312'757 CHF 313'140 CHF 99.38% 99.38%
04.07.2024 0.15% 10.41 CHF 10.42 CHF 24'000 24'000 20'318 20'318 213'067 CHF 213'359 CHF 97.60% 97.60%
03.07.2024 0.15% 10.47 CHF 10.48 CHF 68'000 68'000 29'582 29'582 309'779 CHF 310'166 CHF 98.81% 98.81%
02.07.2024 0.16% 10.02 CHF 10.03 CHF 70'000 70'000 30'598 30'598 303'340 CHF 303'742 CHF 99.95% 99.95%

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