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 0.39% 2.60 CHF 2.61 CHF 19'400 19'400 19'243 19'243 50'030 CHF 50'222 CHF 99.51% 99.51%
12.07.2024 0.39% 2.57 CHF 2.58 CHF 19'320 19'320 19'259 19'259 50'074 CHF 50'267 CHF 99.51% 99.51%
11.07.2024 0.38% 2.62 CHF 2.63 CHF 19'540 19'540 19'421 19'421 51'339 CHF 51'533 CHF 99.40% 99.40%
10.07.2024 0.37% 2.66 CHF 2.67 CHF 19'670 19'670 19'667 19'667 53'163 CHF 53'360 CHF 99.56% 99.56%
09.07.2024 0.38% 2.67 CHF 2.68 CHF 19'740 19'740 19'528 19'528 52'092 CHF 52'287 CHF 99.56% 99.56%
08.07.2024 0.38% 2.65 CHF 2.66 CHF 19'620 19'620 19'445 19'445 51'378 CHF 51'572 CHF 99.49% 99.49%
05.07.2024 0.39% 2.65 CHF 2.66 CHF 19'630 19'630 19'304 19'304 50'355 CHF 50'548 CHF 99.35% 99.35%
04.07.2024 0.38% 2.61 CHF 2.62 CHF 19'510 19'510 19'346 19'346 50'676 CHF 50'870 CHF 99.58% 99.58%
03.07.2024 0.38% 2.66 CHF 2.67 CHF 19'670 19'670 19'465 19'465 51'650 CHF 51'844 CHF 99.51% 99.51%
02.07.2024 0.37% 2.73 CHF 2.74 CHF 19'970 19'970 19'770 19'770 53'917 CHF 54'114 CHF 99.38% 99.38%

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