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 0.15% 19.52 CHF 19.54 CHF 30'000 30'000 16'538 16'538 317'750 CHF 318'181 CHF 99.99% 99.99%
12.07.2024 0.15% 19.21 CHF 19.23 CHF 30'000 30'000 16'542 16'542 317'694 CHF 318'125 CHF 100.00% 100.00%
11.07.2024 0.14% 19.37 CHF 19.39 CHF 30'000 30'000 16'450 16'450 328'068 CHF 328'498 CHF 99.93% 99.93%
10.07.2024 0.14% 20.03 CHF 20.05 CHF 29'000 29'000 16'315 16'315 326'213 CHF 326'640 CHF 99.99% 99.99%
09.07.2024 0.14% 20.00 CHF 20.02 CHF 29'000 29'000 16'320 16'320 325'862 CHF 326'289 CHF 99.99% 99.99%
08.07.2024 0.14% 19.88 CHF 19.90 CHF 29'000 29'000 16'487 16'487 327'551 CHF 327'981 CHF 99.81% 99.81%
05.07.2024 0.14% 20.01 CHF 20.03 CHF 29'000 29'000 16'369 16'369 320'518 CHF 320'946 CHF 99.27% 99.27%
04.07.2024 0.15% 19.38 CHF 19.41 CHF 15'000 15'000 13'405 13'405 259'290 CHF 259'692 CHF 100.00% 100.00%
03.07.2024 0.15% 19.27 CHF 19.29 CHF 30'000 30'000 16'533 16'533 317'751 CHF 318'182 CHF 99.99% 99.99%
02.07.2024 0.14% 18.98 CHF 19.00 CHF 30'000 30'000 16'535 16'535 311'033 CHF 311'431 CHF 99.98% 99.98%

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