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 0.32% 8.82 CHF 8.83 CHF 30'300 30'300 13'251 13'251 116'267 CHF 116'547 CHF 99.95% 99.95%
12.07.2024 0.34% 9.38 CHF 9.39 CHF 29'700 29'700 13'255 13'255 115'322 CHF 115'604 CHF 99.99% 99.99%
11.07.2024 0.32% 8.66 CHF 8.67 CHF 29'100 29'100 12'640 12'640 112'315 CHF 112'582 CHF 99.86% 99.86%
10.07.2024 0.36% 8.79 CHF 8.80 CHF 32'400 32'400 14'278 14'278 120'591 CHF 120'895 CHF 99.99% 99.99%
09.07.2024 0.35% 7.84 CHF 7.85 CHF 32'500 32'500 14'082 14'082 113'266 CHF 113'562 CHF 99.42% 99.42%
08.07.2024 0.32% 7.47 CHF 7.48 CHF 36'700 36'700 16'021 16'021 119'573 CHF 119'863 CHF 100.00% 100.00%
05.07.2024 0.38% 7.00 CHF 7.01 CHF 42'500 42'500 19'047 19'047 122'470 CHF 122'817 CHF 99.23% 99.23%
04.07.2024 0.42% 5.95 CHF 5.97 CHF 15'600 15'600 13'230 13'230 80'162 CHF 80'485 CHF 97.60% 97.60%
03.07.2024 0.38% 6.04 CHF 6.05 CHF 44'100 44'100 19'185 19'185 115'497 CHF 115'843 CHF 98.52% 98.52%
02.07.2024 0.30% 5.40 CHF 5.41 CHF 50'800 50'800 22'129 22'129 116'066 CHF 116'356 CHF 99.99% 99.99%

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