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 1.01% 11.14 CHF 11.25 CHF 6'900 6'900 6'884 6'884 76'474 CHF 77'249 CHF 99.99% 99.99%
12.07.2024 1.08% 10.73 CHF 10.84 CHF 7'300 7'300 7'349 7'349 74'742 CHF 75'550 CHF 99.98% 99.98%
11.07.2024 1.05% 9.87 CHF 9.97 CHF 8'200 8'200 8'200 8'200 77'549 CHF 78'369 CHF 99.79% 99.79%
10.07.2024 1.06% 8.69 CHF 8.79 CHF 8'400 8'400 8'400 8'400 70'902 CHF 71'660 CHF 99.99% 99.99%
09.07.2024 1.08% 8.66 CHF 8.76 CHF 7'900 7'900 7'804 7'804 72'156 CHF 72'937 CHF 99.72% 99.72%
08.07.2024 0.98% 9.22 CHF 9.31 CHF 8'700 8'700 8'725 8'725 79'663 CHF 80'449 CHF 99.99% 99.99%
05.07.2024 1.14% 8.11 CHF 8.20 CHF 8'400 8'400 8'389 8'389 72'168 CHF 72'992 CHF 99.78% 99.78%
04.07.2024 1.07% 8.51 CHF 8.60 CHF 9'300 9'300 9'299 9'299 77'962 CHF 78'799 CHF 100.00% 100.00%
03.07.2024 1.07% 7.74 CHF 7.82 CHF 10'500 10'500 10'510 10'510 78'490 CHF 79'331 CHF 100.00% 100.00%
02.07.2024 1.36% 6.96 CHF 7.05 CHF 9'300 9'300 9'300 9'300 61'217 CHF 62'054 CHF 99.98% 99.98%

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