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 0.20% 18.19 CHF 18.21 CHF 23'000 23'000 10'820 10'820 188'143 CHF 188'448 CHF 98.65% 98.65%
12.07.2024 0.15% 15.94 CHF 15.95 CHF 26'000 26'000 11'987 11'987 189'408 CHF 189'631 CHF 97.38% 97.38%
11.07.2024 0.16% 16.44 CHF 16.45 CHF 25'000 25'000 11'575 11'575 189'795 CHF 190'055 CHF 95.67% 95.67%
10.07.2024 0.18% 15.94 CHF 15.95 CHF 26'000 26'000 11'432 11'432 186'439 CHF 186'706 CHF 95.50% 95.50%
09.07.2024 0.19% 16.30 CHF 16.31 CHF 25'000 25'000 11'437 11'437 187'964 CHF 188'245 CHF 98.45% 98.45%
08.07.2024 0.18% 16.26 CHF 16.27 CHF 25'000 25'000 10'906 10'906 179'610 CHF 179'870 CHF 97.03% 97.03%
05.07.2024 0.15% 16.05 CHF 16.06 CHF 25'000 25'000 12'209 12'209 189'735 CHF 189'958 CHF 87.25% 87.25%
04.07.2024 0.16% 16.00 CHF 16.02 CHF 11'000 11'000 8'610 8'610 138'319 CHF 138'529 CHF 78.75% 78.75%
03.07.2024 0.20% 16.59 CHF 16.61 CHF 25'000 25'000 11'433 11'433 190'476 CHF 190'801 CHF 98.42% 98.42%
02.07.2024 0.19% 17.24 CHF 17.26 CHF 24'000 24'000 10'791 10'791 186'682 CHF 186'986 CHF 99.67% 99.67%

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