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 0.33% 3.01 CHF 3.02 CHF 29'190 29'190 28'773 28'773 87'236 CHF 87'524 CHF 100.00% 100.00%
12.07.2024 0.33% 3.02 CHF 3.03 CHF 29'120 29'120 28'848 28'848 86'983 CHF 87'271 CHF 100.00% 100.00%
11.07.2024 0.34% 2.98 CHF 2.99 CHF 29'210 29'210 29'052 29'052 86'470 CHF 86'760 CHF 99.85% 99.85%
10.07.2024 0.35% 2.93 CHF 2.94 CHF 29'570 29'570 29'409 29'409 85'057 CHF 85'351 CHF 100.00% 100.00%
09.07.2024 0.35% 2.85 CHF 2.86 CHF 29'910 29'910 29'657 29'657 84'365 CHF 84'662 CHF 99.50% 99.50%
08.07.2024 0.35% 2.90 CHF 2.91 CHF 29'670 29'670 29'331 29'331 85'124 CHF 85'418 CHF 100.00% 100.00%
05.07.2024 0.35% 2.88 CHF 2.89 CHF 29'790 29'790 29'442 29'442 85'156 CHF 85'451 CHF 99.78% 99.78%
04.07.2024 0.35% 2.91 CHF 2.92 CHF 29'630 29'630 29'291 29'291 85'579 CHF 85'872 CHF 100.00% 100.00%
03.07.2024 0.35% 2.91 CHF 2.92 CHF 29'670 29'670 29'580 29'580 84'749 CHF 85'045 CHF 100.00% 100.00%
02.07.2024 0.36% 2.81 CHF 2.82 CHF 30'100 30'100 30'030 30'030 83'206 CHF 83'506 CHF 99.95% 99.95%

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