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 0.86% 2.36 CHF 2.38 CHF 17'000 17'000 16'839 16'839 39'355 CHF 39'692 CHF 99.73% 99.73%
12.07.2024 0.83% 2.32 CHF 2.34 CHF 17'000 17'000 16'841 16'841 40'977 CHF 41'314 CHF 100.00% 100.00%
11.07.2024 0.83% 2.42 CHF 2.44 CHF 17'000 17'000 16'840 16'840 40'799 CHF 41'136 CHF 99.54% 99.54%
10.07.2024 0.89% 2.44 CHF 2.46 CHF 17'000 17'000 16'841 16'841 38'077 CHF 38'415 CHF 99.90% 99.90%
09.07.2024 0.93% 2.12 CHF 2.14 CHF 17'000 17'000 16'839 16'839 36'274 CHF 36'611 CHF 99.93% 99.93%
08.07.2024 0.91% 2.18 CHF 2.20 CHF 17'000 17'000 16'841 16'841 37'114 CHF 37'451 CHF 100.00% 100.00%
05.07.2024 0.94% 2.14 CHF 2.16 CHF 17'000 17'000 16'840 16'840 36'101 CHF 36'438 CHF 99.84% 99.84%
04.07.2024 0.98% 2.02 CHF 2.04 CHF 16'000 16'000 16'465 16'465 33'947 CHF 34'277 CHF 100.00% 100.00%
03.07.2024 0.98% 2.07 CHF 2.09 CHF 17'000 17'000 16'397 16'397 33'682 CHF 34'010 CHF 99.86% 99.86%
02.07.2024 0.97% 2.14 CHF 2.16 CHF 17'000 17'000 16'143 16'143 33'403 CHF 33'726 CHF 99.91% 99.91%

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