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 0.53% 18.25 CHF 18.30 CHF 3'020 3'020 2'020 2'020 36'827 CHF 37'006 CHF 99.96% 99.96%
12.07.2024 0.53% 18.30 CHF 18.35 CHF 3'010 3'010 2'016 2'016 36'842 CHF 37'021 CHF 100.00% 100.00%
11.07.2024 0.50% 18.40 CHF 18.45 CHF 3'000 3'000 1'970 1'970 37'494 CHF 37'668 CHF 99.93% 99.93%
10.07.2024 0.50% 18.95 CHF 19.00 CHF 2'940 2'940 1'952 1'952 37'436 CHF 37'609 CHF 99.53% 99.53%
09.07.2024 0.50% 19.25 CHF 19.30 CHF 2'910 2'910 1'951 1'951 37'452 CHF 37'625 CHF 99.65% 99.65%
08.07.2024 0.50% 19.20 CHF 19.25 CHF 2'930 2'930 1'955 1'955 37'541 CHF 37'714 CHF 100.00% 100.00%
05.07.2024 0.51% 19.20 CHF 19.25 CHF 2'920 2'920 1'967 1'967 37'421 CHF 37'595 CHF 99.95% 99.95%
04.07.2024 0.80% 19.00 CHF 19.15 CHF 588 588 582 582 11'040 CHF 11'128 CHF 99.36% 99.36%
03.07.2024 0.50% 18.90 CHF 18.95 CHF 2'950 2'950 1'948 1'948 37'600 CHF 37'772 CHF 99.66% 99.66%
02.07.2024 0.51% 19.00 CHF 19.05 CHF 2'930 2'930 1'964 1'964 37'015 CHF 37'189 CHF 99.83% 99.83%

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