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% 4.47 CHF 4.48 CHF 122'000 122'000 53'638 53'638 239'463 CHF 240'000 CHF 99.97% 99.97%
12.07.2024 0.23% 4.61 CHF 4.62 CHF 120'000 120'000 53'607 53'607 238'353 CHF 238'890 CHF 99.98% 99.98%
11.07.2024 0.23% 4.43 CHF 4.44 CHF 122'000 122'000 53'120 53'120 238'527 CHF 239'061 CHF 99.94% 99.94%
10.07.2024 0.24% 4.47 CHF 4.48 CHF 122'000 122'000 54'127 54'127 236'989 CHF 237'532 CHF 99.89% 99.89%
09.07.2024 0.24% 4.22 CHF 4.23 CHF 126'000 126'000 54'673 54'673 233'390 CHF 233'938 CHF 99.67% 99.67%
08.07.2024 0.25% 4.10 CHF 4.11 CHF 128'000 128'000 55'833 55'833 228'605 CHF 229'164 CHF 99.97% 99.97%
05.07.2024 0.27% 3.96 CHF 3.97 CHF 130'000 130'000 58'313 58'313 220'166 CHF 220'751 CHF 99.37% 99.37%
04.07.2024 0.27% 3.62 CHF 3.63 CHF 48'000 48'000 40'637 40'637 148'689 CHF 149'095 CHF 97.59% 97.59%
03.07.2024 0.28% 3.65 CHF 3.66 CHF 136'000 136'000 57'996 57'996 211'658 CHF 212'239 CHF 97.11% 97.11%
02.07.2024 0.31% 3.42 CHF 3.43 CHF 140'000 140'000 61'235 61'235 206'152 CHF 206'766 CHF 100.00% 100.00%

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