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 0.18% 19.18 CHF 19.20 CHF 23'000 23'000 10'768 10'768 197'959 CHF 198'264 CHF 99.98% 99.98%
12.07.2024 0.14% 16.96 CHF 16.97 CHF 26'000 26'000 12'053 12'053 202'711 CHF 202'934 CHF 99.34% 99.34%
11.07.2024 0.15% 17.45 CHF 17.46 CHF 25'000 25'000 11'597 11'597 201'884 CHF 202'143 CHF 98.84% 98.84%
10.07.2024 0.17% 16.96 CHF 16.97 CHF 26'000 26'000 11'653 11'653 201'813 CHF 202'078 CHF 100.00% 100.00%
09.07.2024 0.18% 17.32 CHF 17.33 CHF 25'000 25'000 11'586 11'586 202'132 CHF 202'412 CHF 99.99% 99.99%
08.07.2024 0.17% 17.27 CHF 17.28 CHF 25'000 25'000 11'329 11'329 197'796 CHF 198'056 CHF 99.71% 99.71%
05.07.2024 0.14% 17.07 CHF 17.08 CHF 25'000 25'000 12'066 12'066 199'767 CHF 199'988 CHF 97.35% 97.35%
04.07.2024 0.15% 17.02 CHF 17.04 CHF 11'000 11'000 8'629 8'629 147'390 CHF 147'601 CHF 95.35% 95.35%
03.07.2024 0.19% 17.60 CHF 17.62 CHF 25'000 25'000 11'387 11'387 201'253 CHF 201'577 CHF 99.88% 99.88%
02.07.2024 0.18% 18.25 CHF 18.27 CHF 24'000 24'000 10'829 10'829 198'261 CHF 198'566 CHF 99.98% 99.98%

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