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 0.58% 8.76 CHF 8.77 CHF 4'290 4'290 2'866 2'866 25'110 CHF 25'239 CHF 99.85% 99.85%
12.07.2024 0.59% 9.03 CHF 9.04 CHF 4'220 4'220 2'883 2'883 24'979 CHF 25'110 CHF 100.00% 100.00%
11.07.2024 0.57% 8.68 CHF 8.69 CHF 4'300 4'300 2'847 2'847 25'105 CHF 25'234 CHF 99.70% 99.70%
10.07.2024 0.61% 8.76 CHF 8.77 CHF 4'270 4'270 2'902 2'902 24'611 CHF 24'744 CHF 99.90% 99.90%
09.07.2024 0.60% 8.25 CHF 8.26 CHF 4'400 4'400 2'911 2'911 24'420 CHF 24'552 CHF 99.46% 99.46%
08.07.2024 0.64% 8.02 CHF 8.03 CHF 4'470 4'470 2'996 2'996 23'912 CHF 24'047 CHF 99.88% 99.88%
05.07.2024 0.71% 7.74 CHF 7.75 CHF 4'550 4'550 3'131 3'131 22'825 CHF 22'969 CHF 99.49% 99.49%
04.07.2024 0.98% 7.05 CHF 7.12 CHF 952 952 938 938 6'684 CHF 6'750 CHF 99.12% 99.12%
03.07.2024 0.71% 7.12 CHF 7.13 CHF 4'740 4'740 3'166 3'166 22'569 CHF 22'712 CHF 99.62% 99.62%
02.07.2024 0.79% 6.66 CHF 6.67 CHF 4'870 4'870 3'273 3'273 21'336 CHF 21'486 CHF 99.03% 99.03%

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