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 0.43% 12.05 CHF 12.10 CHF 17'609 17'609 17'576 17'576 207'747 CHF 208'627 CHF 99.80% 99.80%
12.07.2024 0.43% 12.00 CHF 12.05 CHF 17'651 17'651 17'540 17'540 208'004 CHF 208'882 CHF 99.97% 99.97%
11.07.2024 0.41% 12.60 CHF 12.65 CHF 17'202 17'202 17'273 17'273 211'273 CHF 212'138 CHF 99.86% 99.86%
10.07.2024 0.42% 12.05 CHF 12.10 CHF 17'531 17'531 17'307 17'307 209'372 CHF 210'238 CHF 100.00% 100.00%
09.07.2024 0.42% 11.80 CHF 11.85 CHF 17'620 17'620 17'292 17'292 209'498 CHF 210'363 CHF 100.00% 100.00%
08.07.2024 0.42% 12.10 CHF 12.15 CHF 17'464 17'464 17'302 17'302 209'692 CHF 210'558 CHF 100.00% 100.00%
05.07.2024 0.43% 12.25 CHF 12.30 CHF 17'371 17'371 17'489 17'489 207'201 CHF 208'076 CHF 99.97% 99.97%
04.07.2024 0.43% 11.65 CHF 11.70 CHF 17'789 17'789 17'617 17'617 204'453 CHF 205'334 CHF 100.00% 100.00%
03.07.2024 0.44% 11.75 CHF 11.80 CHF 17'714 17'714 17'645 17'645 203'315 CHF 204'199 CHF 100.00% 100.00%
02.07.2024 0.47% 11.05 CHF 11.10 CHF 18'094 18'094 18'069 18'069 194'892 CHF 195'797 CHF 99.93% 99.93%

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