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 0.08% 26.68 CHF 26.70 CHF 43'000 43'000 21'651 21'651 567'797 CHF 568'232 CHF 98.73% 98.73%
12.07.2024 0.09% 24.69 CHF 24.71 CHF 45'000 45'000 23'683 23'683 557'858 CHF 558'333 CHF 99.74% 99.74%
11.07.2024 0.08% 26.57 CHF 26.59 CHF 43'000 43'000 21'122 21'122 566'472 CHF 566'898 CHF 99.86% 99.86%
10.07.2024 0.08% 26.65 CHF 26.67 CHF 43'000 43'000 21'316 21'316 568'707 CHF 569'135 CHF 100.00% 100.00%
09.07.2024 0.08% 26.15 CHF 26.17 CHF 44'000 44'000 22'566 22'566 574'132 CHF 574'584 CHF 98.68% 98.68%
08.07.2024 0.08% 25.71 CHF 25.73 CHF 44'000 44'000 22'727 22'727 564'478 CHF 564'934 CHF 100.00% 100.00%
05.07.2024 0.08% 24.89 CHF 24.91 CHF 45'000 45'000 22'739 22'739 565'741 CHF 566'197 CHF 99.23% 99.23%
04.07.2024 0.08% 24.52 CHF 24.54 CHF 23'000 23'000 18'208 18'208 442'703 CHF 443'067 CHF 95.27% 95.27%
03.07.2024 0.09% 24.18 CHF 24.20 CHF 46'000 46'000 22'954 22'954 540'211 CHF 540'671 CHF 96.22% 96.22%
02.07.2024 0.12% 22.16 CHF 22.18 CHF 49'000 49'000 24'463 24'463 501'841 CHF 502'378 CHF 99.12% 99.12%

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