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 0.52% 9.73 CHF 9.74 CHF 4'290 4'290 2'854 2'854 27'765 CHF 27'895 CHF 99.05% 99.05%
12.07.2024 0.54% 10.00 CHF 10.05 CHF 4'220 4'220 2'883 2'883 27'756 CHF 27'890 CHF 99.98% 99.98%
11.07.2024 0.52% 9.64 CHF 9.65 CHF 4'300 4'300 2'846 2'846 27'840 CHF 27'970 CHF 99.66% 99.66%
10.07.2024 0.57% 9.73 CHF 9.74 CHF 4'270 4'270 2'902 2'902 27'412 CHF 27'554 CHF 99.88% 99.88%
09.07.2024 0.54% 9.22 CHF 9.23 CHF 4'400 4'400 2'912 2'912 27'242 CHF 27'374 CHF 99.54% 99.54%
08.07.2024 0.57% 8.98 CHF 8.99 CHF 4'470 4'470 2'996 2'996 26'797 CHF 26'933 CHF 99.84% 99.84%
05.07.2024 0.62% 8.71 CHF 8.72 CHF 4'550 4'550 3'135 3'135 25'887 CHF 26'030 CHF 99.75% 99.75%
04.07.2024 0.86% 8.02 CHF 8.09 CHF 952 952 938 938 7'591 CHF 7'657 CHF 99.12% 99.12%
03.07.2024 0.63% 8.09 CHF 8.10 CHF 4'740 4'740 3'165 3'165 25'634 CHF 25'777 CHF 99.58% 99.58%
02.07.2024 0.69% 7.64 CHF 7.65 CHF 4'870 4'870 3'277 3'277 24'546 CHF 24'696 CHF 99.26% 99.26%

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