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 0.32% 3.40 CHF 3.41 CHF 20'000 20'000 20'000 20'000 62'456 CHF 62'656 CHF 100.00% 100.00%
12.07.2024 0.32% 3.04 CHF 3.05 CHF 20'000 20'000 20'000 20'000 62'999 CHF 63'199 CHF 98.97% 98.97%
11.07.2024 0.32% 3.10 CHF 3.11 CHF 20'000 20'000 20'000 20'000 62'194 CHF 62'394 CHF 99.79% 99.79%
10.07.2024 0.31% 3.21 CHF 3.22 CHF 20'000 20'000 20'000 20'000 65'441 CHF 65'641 CHF 99.85% 99.85%
09.07.2024 0.33% 3.08 CHF 3.09 CHF 20'000 20'000 20'000 20'000 61'183 CHF 61'383 CHF 99.95% 99.95%
08.07.2024 0.30% 3.38 CHF 3.39 CHF 20'000 20'000 20'000 20'000 67'681 CHF 67'881 CHF 100.00% 100.00%
05.07.2024 0.29% 3.57 CHF 3.58 CHF 20'000 20'000 20'000 20'000 68'822 CHF 69'022 CHF 100.00% 100.00%
04.07.2024 0.30% 3.34 CHF 3.35 CHF 20'000 20'000 20'000 20'000 67'398 CHF 67'598 CHF 100.00% 100.00%
03.07.2024 0.29% 3.35 CHF 3.36 CHF 20'000 20'000 20'000 20'000 68'660 CHF 68'860 CHF 99.17% 99.17%
02.07.2024 0.27% 3.51 CHF 3.52 CHF 20'000 20'000 20'000 20'000 74'722 CHF 74'922 CHF 99.94% 99.94%

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