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 0.87% 11.00 CHF 11.05 CHF 4'290 4'290 2'864 2'864 31'428 CHF 31'682 CHF 99.76% 99.76%
12.07.2024 0.89% 11.25 CHF 11.30 CHF 4'210 4'210 2'883 2'883 31'353 CHF 31'609 CHF 100.00% 100.00%
11.07.2024 0.87% 10.90 CHF 10.95 CHF 4'300 4'300 2'853 2'853 31'460 CHF 31'711 CHF 99.64% 99.64%
10.07.2024 0.91% 11.00 CHF 11.05 CHF 4'270 4'270 2'903 2'903 31'054 CHF 31'312 CHF 99.96% 99.96%
09.07.2024 0.90% 10.50 CHF 10.55 CHF 4'400 4'400 2'912 2'912 30'874 CHF 31'131 CHF 99.62% 99.62%
08.07.2024 0.94% 10.25 CHF 10.30 CHF 4'470 4'470 2'996 2'996 30'533 CHF 30'798 CHF 99.91% 99.91%
05.07.2024 0.50% 9.98 CHF 10.00 CHF 4'550 4'550 3'132 3'132 29'857 CHF 29'995 CHF 99.60% 99.60%
04.07.2024 0.75% 9.29 CHF 9.36 CHF 952 952 938 938 8'785 CHF 8'851 CHF 99.13% 99.13%
03.07.2024 0.49% 9.37 CHF 9.39 CHF 4'740 4'740 3'165 3'165 29'691 CHF 29'824 CHF 99.60% 99.60%
02.07.2024 0.53% 8.92 CHF 8.94 CHF 4'870 4'870 3'282 3'282 28'795 CHF 28'935 CHF 99.56% 99.56%

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