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 0.07% 28.92 CHF 28.94 CHF 43'000 43'000 21'691 21'691 617'625 CHF 618'061 CHF 97.62% 97.62%
12.07.2024 0.08% 26.94 CHF 26.96 CHF 45'000 45'000 23'676 23'676 610'855 CHF 611'330 CHF 99.71% 99.71%
11.07.2024 0.07% 28.81 CHF 28.83 CHF 43'000 43'000 21'123 21'123 613'996 CHF 614'422 CHF 99.85% 99.85%
10.07.2024 0.07% 28.90 CHF 28.92 CHF 43'000 43'000 21'314 21'314 616'686 CHF 617'114 CHF 99.99% 99.99%
09.07.2024 0.07% 28.40 CHF 28.42 CHF 44'000 44'000 22'573 22'573 625'094 CHF 625'546 CHF 99.13% 99.13%
08.07.2024 0.08% 27.96 CHF 27.98 CHF 44'000 44'000 22'720 22'720 615'342 CHF 615'798 CHF 99.97% 99.97%
05.07.2024 0.07% 27.14 CHF 27.16 CHF 45'000 45'000 22'660 22'660 614'851 CHF 615'305 CHF 98.88% 98.88%
04.07.2024 0.08% 26.78 CHF 26.80 CHF 23'000 23'000 18'208 18'208 483'749 CHF 484'113 CHF 95.27% 95.27%
03.07.2024 0.08% 26.44 CHF 26.46 CHF 46'000 46'000 22'947 22'947 591'848 CHF 592'308 CHF 96.20% 96.20%
02.07.2024 0.11% 24.42 CHF 24.44 CHF 49'000 49'000 24'465 24'465 557'192 CHF 557'728 CHF 99.12% 99.12%

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