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 0.19% 5.23 CHF 5.24 CHF 122'000 122'000 53'625 53'625 279'676 CHF 280'213 CHF 99.95% 99.95%
12.07.2024 0.20% 5.36 CHF 5.37 CHF 120'000 120'000 53'605 53'605 278'607 CHF 279'144 CHF 99.98% 99.98%
11.07.2024 0.20% 5.18 CHF 5.19 CHF 122'000 122'000 53'109 53'109 278'394 CHF 278'928 CHF 99.92% 99.92%
10.07.2024 0.20% 5.23 CHF 5.24 CHF 122'000 122'000 54'099 54'099 277'624 CHF 278'167 CHF 99.85% 99.85%
09.07.2024 0.20% 4.97 CHF 4.98 CHF 126'000 126'000 54'679 54'679 274'580 CHF 275'128 CHF 99.64% 99.64%
08.07.2024 0.21% 4.85 CHF 4.86 CHF 128'000 128'000 55'848 55'848 270'609 CHF 271'168 CHF 99.97% 99.97%
05.07.2024 0.23% 4.71 CHF 4.72 CHF 130'000 130'000 58'317 58'317 264'045 CHF 264'630 CHF 99.38% 99.38%
04.07.2024 0.23% 4.37 CHF 4.38 CHF 48'000 48'000 40'637 40'637 179'279 CHF 179'685 CHF 97.59% 97.59%
03.07.2024 0.23% 4.40 CHF 4.41 CHF 136'000 136'000 57'971 57'971 255'328 CHF 255'908 CHF 96.98% 96.98%
02.07.2024 0.25% 4.18 CHF 4.19 CHF 140'000 140'000 61'227 61'227 252'410 CHF 253'023 CHF 99.99% 99.99%

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