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 0.39% 14.34 CHF 14.40 CHF 6'900 6'900 6'900 6'900 106'701 CHF 107'115 CHF 100.00% 100.00%
12.07.2024 0.39% 16.03 CHF 16.10 CHF 6'900 6'900 6'900 6'900 109'553 CHF 109'981 CHF 99.99% 99.99%
11.07.2024 0.38% 16.04 CHF 16.10 CHF 7'000 7'000 7'000 7'000 110'265 CHF 110'685 CHF 99.97% 99.97%
10.07.2024 0.39% 15.44 CHF 15.50 CHF 7'100 7'100 7'100 7'100 109'401 CHF 109'827 CHF 100.00% 100.00%
09.07.2024 0.39% 15.14 CHF 15.20 CHF 7'100 7'100 7'100 7'100 109'238 CHF 109'664 CHF 99.72% 99.72%
08.07.2024 0.41% 15.01 CHF 15.07 CHF 6'800 6'800 6'800 6'800 106'300 CHF 106'732 CHF 99.28% 99.28%
05.07.2024 0.38% 15.65 CHF 15.71 CHF 7'000 7'000 7'000 7'000 110'151 CHF 110'571 CHF 99.98% 99.98%
04.07.2024 0.39% 15.34 CHF 15.40 CHF 7'300 7'300 7'300 7'300 112'107 CHF 112'545 CHF 99.61% 99.61%
03.07.2024 0.42% 14.61 CHF 14.67 CHF 7'800 7'800 7'814 7'814 110'675 CHF 111'144 CHF 99.99% 99.99%
02.07.2024 0.39% 13.06 CHF 13.11 CHF 8'300 8'300 8'300 8'300 105'085 CHF 105'500 CHF 99.98% 99.98%

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