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 0.38% 12.93 CHF 12.94 CHF 31'000 31'000 12'753 12'753 164'423 CHF 164'839 CHF 98.92% 98.92%
12.07.2024 0.41% 12.77 CHF 12.78 CHF 31'000 31'000 12'912 12'912 160'765 CHF 161'189 CHF 99.82% 99.82%
11.07.2024 0.37% 12.72 CHF 12.73 CHF 31'000 31'000 11'969 11'969 156'650 CHF 157'024 CHF 99.90% 99.90%
10.07.2024 0.38% 13.27 CHF 13.28 CHF 30'000 30'000 11'940 11'940 157'204 CHF 157'580 CHF 99.59% 99.59%
09.07.2024 0.37% 13.01 CHF 13.02 CHF 30'000 30'000 11'890 11'890 158'408 CHF 158'783 CHF 100.00% 100.00%
08.07.2024 0.39% 13.18 CHF 13.19 CHF 30'000 30'000 12'530 12'530 162'687 CHF 163'099 CHF 100.00% 100.00%
05.07.2024 0.41% 12.68 CHF 12.69 CHF 31'000 31'000 13'212 13'212 160'694 CHF 161'117 CHF 95.44% 95.44%
04.07.2024 0.48% 11.63 CHF 11.67 CHF 10'000 10'000 8'401 8'401 98'099 CHF 98'547 CHF 97.97% 97.97%
03.07.2024 0.37% 11.72 CHF 11.73 CHF 33'000 33'000 13'893 13'893 157'774 CHF 158'152 CHF 97.38% 97.38%
02.07.2024 0.39% 10.98 CHF 10.99 CHF 35'000 35'000 13'861 13'861 150'559 CHF 150'932 CHF 99.83% 99.83%

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