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 0.74% 3.13 CHF 3.14 CHF 92'000 92'000 29'696 29'696 92'248 CHF 92'688 CHF 98.81% 98.81%
12.07.2024 0.75% 3.11 CHF 3.12 CHF 92'000 92'000 29'877 29'877 92'761 CHF 93'212 CHF 100.00% 100.00%
11.07.2024 0.71% 3.24 CHF 3.25 CHF 90'000 90'000 28'383 28'383 93'180 CHF 93'602 CHF 99.98% 99.98%
10.07.2024 0.69% 3.29 CHF 3.30 CHF 88'000 88'000 28'292 28'292 94'992 CHF 95'415 CHF 99.90% 99.90%
09.07.2024 0.69% 3.48 CHF 3.49 CHF 86'000 86'000 27'923 27'923 95'901 CHF 96'320 CHF 99.98% 99.98%
08.07.2024 0.69% 3.34 CHF 3.35 CHF 88'000 88'000 28'330 28'330 95'312 CHF 95'734 CHF 99.98% 99.98%
05.07.2024 0.69% 3.39 CHF 3.40 CHF 88'000 88'000 28'179 28'179 95'152 CHF 95'574 CHF 99.70% 99.70%
04.07.2024 0.75% 3.35 CHF 3.37 CHF 18'000 18'000 13'210 13'210 44'577 CHF 44'889 CHF 94.01% 94.01%
03.07.2024 0.67% 3.42 CHF 3.43 CHF 88'000 88'000 27'956 27'956 96'671 CHF 97'090 CHF 99.52% 99.52%
02.07.2024 0.70% 3.43 CHF 3.44 CHF 86'000 86'000 27'840 27'840 94'359 CHF 94'774 CHF 99.99% 99.99%

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