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 0.91% 2.55 CHF 2.56 CHF 92'000 92'000 29'684 29'684 75'113 CHF 75'554 CHF 98.87% 98.87%
12.07.2024 0.93% 2.53 CHF 2.54 CHF 92'000 92'000 29'877 29'877 75'528 CHF 75'979 CHF 100.00% 100.00%
11.07.2024 0.87% 2.66 CHF 2.67 CHF 90'000 90'000 28'391 28'391 76'828 CHF 77'250 CHF 99.99% 99.99%
10.07.2024 0.83% 2.71 CHF 2.72 CHF 88'000 88'000 28'292 28'292 78'589 CHF 79'012 CHF 99.89% 99.89%
09.07.2024 0.83% 2.90 CHF 2.91 CHF 86'000 86'000 27'904 27'904 79'679 CHF 80'098 CHF 99.98% 99.98%
08.07.2024 0.84% 2.77 CHF 2.78 CHF 88'000 88'000 28'335 28'335 78'969 CHF 79'391 CHF 99.98% 99.98%
05.07.2024 0.83% 2.81 CHF 2.82 CHF 88'000 88'000 28'179 28'179 78'835 CHF 79'256 CHF 99.70% 99.70%
04.07.2024 0.90% 2.77 CHF 2.79 CHF 18'000 18'000 13'208 13'208 36'913 CHF 37'224 CHF 94.02% 94.02%
03.07.2024 0.80% 2.84 CHF 2.85 CHF 88'000 88'000 27'957 27'957 80'453 CHF 80'872 CHF 99.53% 99.53%
02.07.2024 0.85% 2.85 CHF 2.86 CHF 86'000 86'000 27'840 27'840 78'167 CHF 78'583 CHF 99.99% 99.99%

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