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 0.76% 19.30 CHF 19.45 CHF 6'000 6'000 5'944 5'944 117'809 CHF 118'702 CHF 99.99% 99.99%
12.07.2024 0.77% 19.50 CHF 19.65 CHF 6'000 6'000 5'944 5'944 116'366 CHF 117'259 CHF 100.00% 100.00%
11.07.2024 0.76% 19.50 CHF 19.65 CHF 6'000 6'000 5'944 5'944 117'981 CHF 118'874 CHF 99.97% 99.97%
10.07.2024 0.80% 19.20 CHF 19.35 CHF 6'000 6'000 5'964 5'964 113'200 CHF 114'096 CHF 100.00% 100.00%
09.07.2024 0.80% 18.65 CHF 18.80 CHF 6'500 6'500 6'288 6'288 118'266 CHF 119'210 CHF 99.60% 99.60%
08.07.2024 0.82% 18.55 CHF 18.70 CHF 6'500 6'500 6'439 6'439 118'760 CHF 119'727 CHF 100.00% 100.00%
05.07.2024 0.83% 17.90 CHF 18.05 CHF 6'500 6'500 6'439 6'439 116'573 CHF 117'540 CHF 99.89% 99.89%
04.07.2024 0.81% 18.70 CHF 18.85 CHF 6'500 6'500 6'439 6'439 120'037 CHF 121'003 CHF 100.00% 100.00%
03.07.2024 0.83% 18.25 CHF 18.40 CHF 6'000 6'000 6'140 6'140 111'542 CHF 112'464 CHF 100.00% 100.00%
02.07.2024 0.80% 18.80 CHF 18.95 CHF 6'000 6'000 5'944 5'944 111'788 CHF 112'681 CHF 99.97% 99.97%

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