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 0.21% 4.87 CHF 4.88 CHF 122'000 122'000 53'633 53'633 260'383 CHF 260'920 CHF 99.96% 99.96%
12.07.2024 0.21% 5.00 CHF 5.01 CHF 120'000 120'000 53'600 53'600 259'240 CHF 259'777 CHF 99.97% 99.97%
11.07.2024 0.21% 4.82 CHF 4.83 CHF 122'000 122'000 53'108 53'108 259'212 CHF 259'747 CHF 99.92% 99.92%
10.07.2024 0.22% 4.86 CHF 4.87 CHF 122'000 122'000 54'127 54'127 258'189 CHF 258'732 CHF 99.89% 99.89%
09.07.2024 0.22% 4.61 CHF 4.62 CHF 126'000 126'000 54'673 54'673 254'790 CHF 255'338 CHF 99.67% 99.67%
08.07.2024 0.23% 4.49 CHF 4.50 CHF 128'000 128'000 55'836 55'836 250'438 CHF 250'997 CHF 99.97% 99.97%
05.07.2024 0.25% 4.35 CHF 4.36 CHF 130'000 130'000 58'318 58'318 242'974 CHF 243'559 CHF 99.37% 99.37%
04.07.2024 0.25% 4.01 CHF 4.02 CHF 48'000 48'000 40'637 40'637 164'591 CHF 164'997 CHF 97.60% 97.60%
03.07.2024 0.25% 4.04 CHF 4.05 CHF 136'000 136'000 57'979 57'979 234'344 CHF 234'925 CHF 97.07% 97.07%
02.07.2024 0.27% 3.81 CHF 3.82 CHF 140'000 140'000 61'235 61'235 230'213 CHF 230'826 CHF 100.00% 100.00%

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