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 0.19% 18.49 CHF 18.51 CHF 23'000 23'000 10'815 10'815 191'276 CHF 191'581 CHF 98.96% 98.96%
12.07.2024 0.15% 16.24 CHF 16.25 CHF 26'000 26'000 11'763 11'763 189'288 CHF 189'510 CHF 95.95% 95.95%
11.07.2024 0.15% 16.73 CHF 16.74 CHF 25'000 25'000 11'655 11'655 194'573 CHF 194'834 CHF 95.97% 95.97%
10.07.2024 0.18% 16.24 CHF 16.25 CHF 26'000 26'000 11'646 11'646 193'279 CHF 193'546 CHF 96.31% 96.31%
09.07.2024 0.19% 16.60 CHF 16.61 CHF 25'000 25'000 11'290 11'290 188'939 CHF 189'220 CHF 97.40% 97.40%
08.07.2024 0.18% 16.56 CHF 16.57 CHF 25'000 25'000 10'903 10'903 182'835 CHF 183'095 CHF 96.82% 96.82%
05.07.2024 0.15% 16.35 CHF 16.36 CHF 25'000 25'000 12'169 12'169 192'733 CHF 192'955 CHF 87.91% 87.91%
04.07.2024 0.16% 16.30 CHF 16.32 CHF 11'000 11'000 8'598 8'598 140'695 CHF 140'905 CHF 78.14% 78.14%
03.07.2024 0.20% 16.89 CHF 16.91 CHF 25'000 25'000 11'434 11'434 193'918 CHF 194'244 CHF 98.43% 98.43%
02.07.2024 0.19% 17.54 CHF 17.56 CHF 24'000 24'000 10'794 10'794 189'958 CHF 190'263 CHF 99.69% 99.69%

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