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 0.63% 3.16 CHF 3.18 CHF 20'000 20'000 20'000 20'000 63'579 CHF 63'979 CHF 99.52% 99.52%
12.07.2024 0.62% 3.21 CHF 3.23 CHF 20'000 20'000 20'000 20'000 64'039 CHF 64'439 CHF 99.52% 99.52%
11.07.2024 0.62% 3.22 CHF 3.24 CHF 20'000 20'000 20'000 20'000 64'816 CHF 65'216 CHF 98.31% 98.31%
10.07.2024 0.61% 3.34 CHF 3.36 CHF 20'000 20'000 20'000 20'000 65'420 CHF 65'820 CHF 99.51% 99.51%
09.07.2024 0.61% 3.25 CHF 3.27 CHF 20'000 20'000 20'000 20'000 65'188 CHF 65'588 CHF 99.53% 99.53%
08.07.2024 0.56% 3.43 CHF 3.45 CHF 20'000 20'000 20'000 20'000 70'912 CHF 71'312 CHF 99.50% 99.50%
05.07.2024 0.54% 3.59 CHF 3.61 CHF 20'000 20'000 20'000 20'000 74'597 CHF 74'997 CHF 98.48% 98.48%
04.07.2024 0.52% 3.83 CHF 3.85 CHF 20'000 20'000 20'000 20'000 76'257 CHF 76'657 CHF 98.66% 98.66%
03.07.2024 0.54% 3.75 CHF 3.77 CHF 20'000 20'000 20'000 20'000 73'548 CHF 73'948 CHF 99.03% 99.03%
02.07.2024 0.62% 3.22 CHF 3.24 CHF 20'000 20'000 20'000 20'000 64'607 CHF 65'007 CHF 99.44% 99.44%

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