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% 21.39 CHF 21.41 CHF 30'000 30'000 16'537 16'537 348'544 CHF 348'975 CHF 99.98% 99.98%
12.07.2024 0.13% 21.07 CHF 21.09 CHF 30'000 30'000 16'543 16'543 348'534 CHF 348'965 CHF 100.00% 100.00%
11.07.2024 0.13% 21.23 CHF 21.25 CHF 30'000 30'000 16'453 16'453 358'802 CHF 359'231 CHF 99.95% 99.95%
10.07.2024 0.13% 21.90 CHF 21.92 CHF 29'000 29'000 16'315 16'315 356'713 CHF 357'140 CHF 99.99% 99.99%
09.07.2024 0.13% 21.87 CHF 21.89 CHF 29'000 29'000 16'321 16'321 356'375 CHF 356'802 CHF 100.00% 100.00%
08.07.2024 0.13% 21.75 CHF 21.77 CHF 29'000 29'000 16'459 16'459 357'671 CHF 358'100 CHF 99.88% 99.88%
05.07.2024 0.13% 21.87 CHF 21.89 CHF 29'000 29'000 16'392 16'392 351'585 CHF 352'013 CHF 98.69% 98.69%
04.07.2024 0.14% 21.25 CHF 21.28 CHF 15'000 15'000 13'415 13'415 284'587 CHF 284'989 CHF 99.33% 99.33%
03.07.2024 0.13% 21.14 CHF 21.16 CHF 30'000 30'000 16'519 16'519 348'440 CHF 348'871 CHF 99.89% 99.89%
02.07.2024 0.13% 20.86 CHF 20.88 CHF 30'000 30'000 16'549 16'549 342'385 CHF 342'783 CHF 99.63% 99.63%

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