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% 19.37 CHF 19.39 CHF 23'000 23'000 10'768 10'768 200'096 CHF 200'401 CHF 99.98% 99.98%
12.07.2024 0.14% 17.16 CHF 17.17 CHF 26'000 26'000 12'053 12'053 205'105 CHF 205'327 CHF 99.34% 99.34%
11.07.2024 0.14% 17.65 CHF 17.66 CHF 25'000 25'000 11'597 11'597 204'179 CHF 204'438 CHF 99.03% 99.03%
10.07.2024 0.17% 17.16 CHF 17.17 CHF 26'000 26'000 11'652 11'652 204'107 CHF 204'373 CHF 99.99% 99.99%
09.07.2024 0.17% 17.52 CHF 17.53 CHF 25'000 25'000 11'586 11'586 204'443 CHF 204'723 CHF 99.99% 99.99%
08.07.2024 0.17% 17.47 CHF 17.48 CHF 25'000 25'000 11'330 11'330 200'066 CHF 200'326 CHF 99.68% 99.68%
05.07.2024 0.14% 17.27 CHF 17.28 CHF 25'000 25'000 12'067 12'067 202'182 CHF 202'404 CHF 97.36% 97.36%
04.07.2024 0.15% 17.22 CHF 17.24 CHF 11'000 11'000 8'629 8'629 149'115 CHF 149'326 CHF 95.35% 95.35%
03.07.2024 0.19% 17.80 CHF 17.82 CHF 25'000 25'000 11'385 11'385 203'506 CHF 203'831 CHF 99.87% 99.87%
02.07.2024 0.18% 18.45 CHF 18.47 CHF 24'000 24'000 10'829 10'829 200'430 CHF 200'735 CHF 99.98% 99.98%

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