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 0.16% 18.91 CHF 18.94 CHF 6'900 6'900 6'872 6'872 131'460 CHF 131'666 CHF 99.98% 99.98%
12.07.2024 0.17% 18.42 CHF 18.45 CHF 7'400 7'400 7'473 7'473 133'334 CHF 133'558 CHF 99.98% 99.98%
11.07.2024 0.18% 16.99 CHF 17.02 CHF 8'100 8'100 8'052 8'052 130'775 CHF 131'017 CHF 99.76% 99.76%
10.07.2024 0.20% 15.80 CHF 15.83 CHF 8'700 8'700 8'834 8'834 134'687 CHF 134'952 CHF 100.00% 100.00%
09.07.2024 0.20% 14.50 CHF 14.53 CHF 8'700 8'700 8'634 8'634 128'819 CHF 129'078 CHF 99.74% 99.74%
08.07.2024 0.19% 15.22 CHF 15.25 CHF 8'200 8'200 8'174 8'174 127'929 CHF 128'174 CHF 99.98% 99.98%
05.07.2024 0.19% 15.54 CHF 15.57 CHF 8'300 8'300 8'266 8'266 131'231 CHF 131'479 CHF 99.78% 99.78%
04.07.2024 0.20% 15.22 CHF 15.25 CHF 8'400 8'400 8'750 8'750 130'392 CHF 130'654 CHF 100.00% 100.00%
03.07.2024 0.20% 15.01 CHF 15.04 CHF 9'100 9'100 8'925 8'925 133'494 CHF 133'761 CHF 100.00% 100.00%
02.07.2024 0.22% 14.13 CHF 14.16 CHF 8'600 8'600 8'573 8'573 119'500 CHF 119'757 CHF 99.40% 99.40%

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