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 0.14% 7.29 CHF 7.30 CHF 57'300 57'300 31'814 31'814 227'762 CHF 228'081 CHF 98.85% 98.85%
12.07.2024 0.16% 6.85 CHF 6.86 CHF 60'300 60'300 33'693 33'693 220'551 CHF 220'888 CHF 99.98% 99.98%
11.07.2024 0.15% 6.29 CHF 6.30 CHF 57'500 57'500 30'933 30'933 210'752 CHF 211'063 CHF 99.96% 99.96%
10.07.2024 0.15% 6.77 CHF 6.78 CHF 59'000 59'000 32'813 32'813 219'323 CHF 219'652 CHF 99.89% 99.89%
09.07.2024 0.16% 6.44 CHF 6.45 CHF 60'500 60'500 33'448 33'448 215'855 CHF 216'190 CHF 99.43% 99.43%
08.07.2024 0.16% 6.27 CHF 6.28 CHF 62'400 62'400 34'455 34'455 216'148 CHF 216'493 CHF 100.00% 100.00%
05.07.2024 0.17% 6.11 CHF 6.12 CHF 66'300 66'300 36'922 36'922 217'710 CHF 218'080 CHF 99.35% 99.35%
04.07.2024 0.17% 5.75 CHF 5.76 CHF 33'600 33'600 30'038 30'038 172'986 CHF 173'286 CHF 99.50% 99.50%
03.07.2024 0.18% 5.71 CHF 5.72 CHF 69'300 69'300 38'178 38'178 215'695 CHF 216'077 CHF 99.36% 99.36%
02.07.2024 0.19% 5.67 CHF 5.68 CHF 71'600 71'600 40'337 40'337 216'706 CHF 217'110 CHF 99.98% 99.98%

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