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 1.31% 5.65 CHF 5.66 CHF 1'850 1'850 1'239 1'239 7'016 CHF 7'098 CHF 99.26% 99.26%
12.07.2024 1.29% 5.68 CHF 5.69 CHF 1'850 1'850 1'243 1'243 7'105 CHF 7'186 CHF 99.06% 99.06%
11.07.2024 1.39% 5.42 CHF 5.43 CHF 1'810 1'810 1'202 1'202 6'391 CHF 6'470 CHF 99.24% 99.24%
10.07.2024 1.43% 5.39 CHF 5.40 CHF 1'790 1'790 1'183 1'183 6'171 CHF 6'250 CHF 99.56% 99.56%
09.07.2024 1.42% 4.99 CHF 5.00 CHF 1'740 1'740 1'178 1'178 6'074 CHF 6'152 CHF 99.07% 99.07%
08.07.2024 1.42% 5.26 CHF 5.27 CHF 1'780 1'780 1'189 1'189 6'191 CHF 6'269 CHF 99.28% 99.28%
05.07.2024 1.44% 5.19 CHF 5.20 CHF 1'770 1'770 1'184 1'184 6'137 CHF 6'215 CHF 99.15% 99.15%
04.07.2024 1.90% 5.29 CHF 5.39 CHF 356 356 350 350 1'830 CHF 1'865 CHF 96.90% 96.90%
03.07.2024 1.47% 5.16 CHF 5.17 CHF 1'760 1'760 1'167 1'167 5'915 CHF 5'991 CHF 99.61% 99.61%
02.07.2024 1.38% 5.18 CHF 5.19 CHF 1'750 1'750 1'181 1'181 6'298 CHF 6'376 CHF 99.59% 99.59%

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