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 0.19% 18.29 CHF 18.31 CHF 23'000 23'000 10'820 10'820 189'236 CHF 189'541 CHF 98.65% 98.65%
12.07.2024 0.15% 16.04 CHF 16.05 CHF 26'000 26'000 11'608 11'608 184'575 CHF 184'796 CHF 93.51% 93.51%
11.07.2024 0.16% 16.54 CHF 16.55 CHF 25'000 25'000 11'577 11'577 191'004 CHF 191'264 CHF 95.69% 95.69%
10.07.2024 0.18% 16.04 CHF 16.05 CHF 26'000 26'000 11'428 11'428 187'558 CHF 187'824 CHF 96.52% 96.52%
09.07.2024 0.19% 16.41 CHF 16.42 CHF 25'000 25'000 11'431 11'431 189'032 CHF 189'313 CHF 98.41% 98.41%
08.07.2024 0.18% 16.36 CHF 16.37 CHF 25'000 25'000 10'867 10'867 180'066 CHF 180'325 CHF 96.77% 96.77%
05.07.2024 0.15% 16.16 CHF 16.17 CHF 25'000 25'000 12'191 12'191 190'703 CHF 190'926 CHF 86.05% 86.05%
04.07.2024 0.16% 16.10 CHF 16.12 CHF 11'000 11'000 8'662 8'662 140'025 CHF 140'235 CHF 78.59% 78.59%
03.07.2024 0.20% 16.69 CHF 16.71 CHF 25'000 25'000 11'433 11'433 191'646 CHF 191'971 CHF 98.42% 98.42%
02.07.2024 0.19% 17.34 CHF 17.36 CHF 24'000 24'000 10'810 10'810 188'118 CHF 188'422 CHF 99.82% 99.82%

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