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 0.23% 6.81 CHF 6.82 CHF 50'000 50'000 21'479 21'479 146'605 CHF 146'889 CHF 99.38% 99.38%
12.07.2024 0.24% 6.79 CHF 6.80 CHF 50'000 50'000 21'779 21'779 143'838 CHF 144'125 CHF 100.00% 100.00%
11.07.2024 0.22% 6.65 CHF 6.66 CHF 51'000 51'000 21'433 21'433 147'832 CHF 148'117 CHF 99.99% 99.99%
10.07.2024 0.23% 6.92 CHF 6.93 CHF 50'000 50'000 21'367 21'367 145'163 CHF 145'446 CHF 100.00% 100.00%
09.07.2024 0.23% 6.72 CHF 6.73 CHF 50'000 50'000 21'644 21'644 145'775 CHF 146'061 CHF 99.95% 99.95%
08.07.2024 0.23% 6.68 CHF 6.69 CHF 51'000 51'000 21'857 21'857 145'295 CHF 145'583 CHF 99.86% 99.86%
05.07.2024 0.22% 6.60 CHF 6.61 CHF 51'000 51'000 21'468 21'468 147'670 CHF 147'954 CHF 99.65% 99.65%
04.07.2024 0.22% 7.15 CHF 7.16 CHF 15'000 15'000 13'927 13'927 99'098 CHF 99'307 CHF 99.00% 99.00%
03.07.2024 0.23% 6.94 CHF 6.95 CHF 49'000 49'000 21'422 21'422 145'629 CHF 145'913 CHF 99.99% 99.99%
02.07.2024 0.24% 6.64 CHF 6.65 CHF 51'000 51'000 21'773 21'773 143'176 CHF 143'462 CHF 98.81% 98.81%

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