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 0.24% 6.50 CHF 6.51 CHF 50'000 50'000 21'477 21'477 139'886 CHF 140'170 CHF 99.37% 99.37%
12.07.2024 0.25% 6.48 CHF 6.49 CHF 50'000 50'000 21'779 21'779 137'029 CHF 137'317 CHF 100.00% 100.00%
11.07.2024 0.23% 6.34 CHF 6.35 CHF 51'000 51'000 21'430 21'430 141'141 CHF 141'425 CHF 99.98% 99.98%
10.07.2024 0.24% 6.61 CHF 6.62 CHF 50'000 50'000 21'367 21'367 138'461 CHF 138'744 CHF 100.00% 100.00%
09.07.2024 0.24% 6.41 CHF 6.42 CHF 50'000 50'000 21'642 21'642 139'001 CHF 139'287 CHF 99.95% 99.95%
08.07.2024 0.25% 6.37 CHF 6.38 CHF 51'000 51'000 21'858 21'858 138'456 CHF 138'743 CHF 99.86% 99.86%
05.07.2024 0.23% 6.29 CHF 6.30 CHF 51'000 51'000 21'469 21'469 140'964 CHF 141'248 CHF 99.65% 99.65%
04.07.2024 0.23% 6.84 CHF 6.85 CHF 15'000 15'000 13'927 13'927 94'725 CHF 94'934 CHF 99.00% 99.00%
03.07.2024 0.24% 6.63 CHF 6.64 CHF 49'000 49'000 21'597 21'597 140'042 CHF 140'328 CHF 99.12% 99.12%
02.07.2024 0.25% 6.33 CHF 6.34 CHF 51'000 51'000 21'772 21'772 136'348 CHF 136'634 CHF 98.81% 98.81%

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