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 0.18% 9.24 CHF 9.27 CHF 47'200 47'200 29'302 29'302 255'833 CHF 256'163 CHF 1.51% 99.90%
12.07.2024 0.21% 8.63 CHF 8.64 CHF 47'900 47'900 16'607 16'607 142'927 CHF 143'155 CHF 99.89% 99.89%
11.07.2024 0.29% 8.94 CHF 8.96 CHF 40'700 40'700 14'117 14'117 134'088 CHF 134'424 CHF 99.99% 99.99%
10.07.2024 0.27% 9.95 CHF 9.97 CHF 39'300 39'300 13'374 13'374 138'727 CHF 139'043 CHF 99.99% 99.99%
09.07.2024 0.26% 11.09 CHF 11.11 CHF 37'700 37'700 13'096 13'096 141'816 CHF 142'127 CHF 99.88% 99.88%
08.07.2024 0.26% 10.67 CHF 10.69 CHF 36'800 36'800 12'841 12'841 136'892 CHF 137'197 CHF 100.00% 100.00%
05.07.2024 0.27% 11.13 CHF 11.15 CHF 38'100 38'100 13'230 13'230 140'820 CHF 141'134 CHF 99.80% 99.80%
04.07.2024 0.37% 10.40 CHF 10.47 CHF 3'850 3'850 5'890 5'890 60'952 CHF 61'161 CHF 99.49% 99.49%
03.07.2024 0.27% 10.32 CHF 10.34 CHF 38'500 38'500 13'550 13'550 139'277 CHF 139'598 CHF 99.70% 99.70%
02.07.2024 0.29% 10.33 CHF 10.35 CHF 39'500 39'500 14'236 14'236 141'545 CHF 141'883 CHF 100.00% 100.00%

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