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 0.94% 2.48 CHF 2.49 CHF 92'000 92'000 29'696 29'696 73'140 CHF 73'581 CHF 98.82% 98.82%
12.07.2024 0.95% 2.47 CHF 2.48 CHF 92'000 92'000 29'880 29'880 73'530 CHF 73'981 CHF 100.00% 100.00%
11.07.2024 0.89% 2.60 CHF 2.61 CHF 90'000 90'000 28'386 28'386 74'919 CHF 75'341 CHF 99.98% 99.98%
10.07.2024 0.85% 2.65 CHF 2.66 CHF 88'000 88'000 28'292 28'292 76'703 CHF 77'125 CHF 99.90% 99.90%
09.07.2024 0.85% 2.84 CHF 2.85 CHF 86'000 86'000 27'923 27'923 77'872 CHF 78'290 CHF 99.98% 99.98%
08.07.2024 0.86% 2.70 CHF 2.71 CHF 88'000 88'000 28'330 28'330 77'069 CHF 77'492 CHF 99.98% 99.98%
05.07.2024 0.85% 2.74 CHF 2.75 CHF 88'000 88'000 28'185 28'185 76'986 CHF 77'407 CHF 99.72% 99.72%
04.07.2024 0.92% 2.70 CHF 2.72 CHF 18'000 18'000 13'207 13'207 36'007 CHF 36'319 CHF 94.02% 94.02%
03.07.2024 0.82% 2.77 CHF 2.78 CHF 88'000 88'000 27'956 27'956 78'574 CHF 78'993 CHF 99.52% 99.52%
02.07.2024 0.87% 2.78 CHF 2.79 CHF 86'000 86'000 27'845 27'845 76'310 CHF 76'725 CHF 100.00% 100.00%

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