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 0.45% 4.29 CHF 4.31 CHF 23'100 23'100 23'005 23'005 102'996 CHF 103'456 CHF 99.97% 99.97%
12.07.2024 0.44% 4.64 CHF 4.66 CHF 23'300 23'300 23'204 23'204 106'037 CHF 106'501 CHF 100.00% 100.00%
11.07.2024 0.27% 4.49 CHF 4.51 CHF 23'800 23'800 23'702 23'702 104'691 CHF 104'972 CHF 99.91% 99.91%
10.07.2024 0.23% 4.43 CHF 4.44 CHF 24'300 24'300 24'200 24'200 106'904 CHF 107'146 CHF 100.00% 100.00%
09.07.2024 0.23% 4.25 CHF 4.26 CHF 23'700 23'700 23'602 23'602 100'730 CHF 100'966 CHF 100.00% 100.00%
08.07.2024 0.44% 4.46 CHF 4.48 CHF 23'600 23'600 23'503 23'503 105'361 CHF 105'828 CHF 99.99% 99.99%
05.07.2024 0.22% 4.42 CHF 4.43 CHF 24'700 24'700 24'598 24'598 111'865 CHF 112'111 CHF 99.81% 99.81%
04.07.2024 0.24% 4.22 CHF 4.23 CHF 25'100 25'100 24'996 24'996 104'857 CHF 105'107 CHF 99.49% 99.49%
03.07.2024 0.24% 4.13 CHF 4.14 CHF 25'200 25'200 25'462 25'462 104'562 CHF 104'817 CHF 99.98% 99.98%
02.07.2024 0.25% 3.99 CHF 4.00 CHF 27'300 27'300 27'187 27'187 107'031 CHF 107'303 CHF 99.98% 99.98%

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