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 0.47% 20.35 CHF 20.40 CHF 3'020 3'020 2'020 2'020 41'059 CHF 41'238 CHF 99.98% 99.98%
12.07.2024 0.47% 20.40 CHF 20.45 CHF 3'010 3'010 2'016 2'016 41'064 CHF 41'243 CHF 100.00% 100.00%
11.07.2024 0.45% 20.50 CHF 20.55 CHF 3'000 3'000 1'969 1'969 41'611 CHF 41'785 CHF 99.91% 99.91%
10.07.2024 0.45% 21.05 CHF 21.10 CHF 2'940 2'940 1'952 1'952 41'536 CHF 41'709 CHF 99.53% 99.53%
09.07.2024 0.45% 21.35 CHF 21.40 CHF 2'910 2'910 1'951 1'951 41'552 CHF 41'725 CHF 99.66% 99.66%
08.07.2024 0.45% 21.30 CHF 21.35 CHF 2'930 2'930 1'956 1'956 41'640 CHF 41'813 CHF 100.00% 100.00%
05.07.2024 0.46% 21.30 CHF 21.35 CHF 2'920 2'920 1'967 1'967 41'556 CHF 41'731 CHF 99.97% 99.97%
04.07.2024 0.72% 21.10 CHF 21.25 CHF 588 588 582 582 12'265 CHF 12'352 CHF 99.36% 99.36%
03.07.2024 0.45% 21.00 CHF 21.05 CHF 2'950 2'950 1'948 1'948 41'705 CHF 41'877 CHF 99.66% 99.66%
02.07.2024 0.46% 21.10 CHF 21.15 CHF 2'930 2'930 1'964 1'964 41'160 CHF 41'334 CHF 99.84% 99.84%

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