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 0.48% 52.05 CHF 52.30 CHF 20'000 15'000 20'000 15'000 1'048'010 CHF 789'757 CHF 99.38% 99.38%
12.07.2024 0.48% 52.30 CHF 52.55 CHF 20'000 15'000 20'000 15'000 1'032'450 CHF 778'086 CHF 99.38% 99.38%
11.07.2024 0.49% 51.25 CHF 51.50 CHF 20'000 15'000 20'000 15'000 1'021'250 CHF 769'689 CHF 99.35% 99.35%
10.07.2024 0.50% 50.75 CHF 51.00 CHF 20'000 15'000 20'000 15'000 1'006'780 CHF 758'838 CHF 99.38% 99.38%
09.07.2024 0.49% 50.30 CHF 50.55 CHF 20'000 15'000 20'000 15'000 1'011'790 CHF 762'595 CHF 99.37% 99.37%
08.07.2024 0.49% 50.60 CHF 50.85 CHF 20'000 15'000 20'000 15'000 1'009'290 CHF 760'717 CHF 99.35% 99.35%
05.07.2024 0.49% 50.25 CHF 50.50 CHF 20'000 15'000 20'000 15'000 1'017'210 CHF 766'659 CHF 99.34% 99.34%
04.07.2024 0.49% 50.95 CHF 51.20 CHF 20'000 15'000 20'000 15'000 1'017'370 CHF 766'774 CHF 99.17% 99.17%
03.07.2024 0.49% 50.70 CHF 50.95 CHF 20'000 15'000 20'000 15'000 1'012'290 CHF 762'968 CHF 99.17% 99.17%
02.07.2024 0.50% 50.15 CHF 50.40 CHF 20'000 15'000 20'000 15'000 999'482 CHF 753'362 CHF 98.66% 98.66%

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