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 0.94% 2.70 CHF 2.73 CHF 18'700 18'700 18'700 18'700 59'389 CHF 59'950 CHF 100.00% 100.00%
12.07.2024 0.89% 3.42 CHF 3.45 CHF 18'600 18'600 18'600 18'600 62'405 CHF 62'963 CHF 99.99% 99.99%
11.07.2024 0.90% 3.43 CHF 3.46 CHF 19'700 19'700 19'700 19'700 65'148 CHF 65'739 CHF 99.98% 99.98%
10.07.2024 0.94% 3.18 CHF 3.21 CHF 20'000 20'000 20'000 20'000 63'428 CHF 64'028 CHF 100.00% 100.00%
09.07.2024 0.63% 3.08 CHF 3.10 CHF 20'400 20'400 20'400 20'400 64'737 CHF 65'145 CHF 99.74% 99.74%
08.07.2024 0.91% 3.01 CHF 3.04 CHF 18'200 18'200 18'200 18'200 59'764 CHF 60'310 CHF 99.30% 99.30%
05.07.2024 0.90% 3.29 CHF 3.32 CHF 19'600 19'600 19'600 19'600 65'192 CHF 65'780 CHF 99.98% 99.98%
04.07.2024 0.63% 3.17 CHF 3.19 CHF 21'400 21'400 21'400 21'400 68'030 CHF 68'458 CHF 99.64% 99.64%
03.07.2024 0.73% 2.88 CHF 2.90 CHF 24'800 24'800 24'840 24'840 67'604 CHF 68'101 CHF 99.99% 99.99%
02.07.2024 0.91% 2.32 CHF 2.34 CHF 26'700 26'700 26'700 26'700 58'205 CHF 58'739 CHF 100.00% 100.00%

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