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 0.21% 9.69 CHF 9.71 CHF 17'625 17'625 17'576 17'576 166'530 CHF 166'882 CHF 99.84% 99.84%
12.07.2024 0.21% 9.63 CHF 9.65 CHF 17'651 17'651 17'539 17'539 166'880 CHF 167'231 CHF 99.95% 99.95%
11.07.2024 0.30% 10.25 CHF 10.30 CHF 17'202 17'202 17'272 17'272 170'673 CHF 171'179 CHF 99.91% 99.91%
10.07.2024 0.21% 9.69 CHF 9.71 CHF 17'516 17'516 17'306 17'306 168'664 CHF 169'010 CHF 99.85% 99.85%
09.07.2024 0.21% 9.47 CHF 9.49 CHF 17'628 17'628 17'291 17'291 168'877 CHF 169'223 CHF 99.76% 99.76%
08.07.2024 0.21% 9.78 CHF 9.80 CHF 17'464 17'464 17'302 17'302 169'134 CHF 169'481 CHF 99.97% 99.97%
05.07.2024 0.21% 9.92 CHF 9.94 CHF 17'377 17'377 17'487 17'487 166'218 CHF 166'568 CHF 99.70% 99.70%
04.07.2024 0.22% 9.28 CHF 9.30 CHF 17'784 17'784 17'617 17'617 163'052 CHF 163'404 CHF 100.00% 100.00%
03.07.2024 0.22% 9.40 CHF 9.42 CHF 17'701 17'701 17'643 17'643 161'674 CHF 162'027 CHF 99.95% 99.95%
02.07.2024 0.24% 8.69 CHF 8.71 CHF 18'077 18'077 18'067 18'067 152'200 CHF 152'562 CHF 99.65% 99.65%

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