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 0.39% 12.74 CHF 12.75 CHF 31'000 31'000 12'754 12'754 162'064 CHF 162'480 CHF 98.92% 98.92%
12.07.2024 0.41% 12.59 CHF 12.60 CHF 31'000 31'000 12'942 12'942 158'721 CHF 159'146 CHF 99.51% 99.51%
11.07.2024 0.38% 12.53 CHF 12.54 CHF 31'000 31'000 11'972 11'972 154'448 CHF 154'822 CHF 99.92% 99.92%
10.07.2024 0.38% 13.08 CHF 13.09 CHF 30'000 30'000 11'938 11'938 154'947 CHF 155'322 CHF 99.58% 99.58%
09.07.2024 0.38% 12.83 CHF 12.84 CHF 30'000 30'000 11'890 11'890 156'194 CHF 156'569 CHF 100.00% 100.00%
08.07.2024 0.39% 12.99 CHF 13.00 CHF 30'000 30'000 12'530 12'530 160'358 CHF 160'771 CHF 100.00% 100.00%
05.07.2024 0.42% 12.50 CHF 12.51 CHF 31'000 31'000 13'214 13'214 158'250 CHF 158'673 CHF 95.45% 95.45%
04.07.2024 0.48% 11.44 CHF 11.48 CHF 10'000 10'000 8'388 8'388 96'383 CHF 96'829 CHF 97.97% 97.97%
03.07.2024 0.37% 11.54 CHF 11.55 CHF 33'000 33'000 13'894 13'894 155'194 CHF 155'571 CHF 97.38% 97.38%
02.07.2024 0.39% 10.79 CHF 10.80 CHF 35'000 35'000 13'858 13'858 147'929 CHF 148'303 CHF 99.81% 99.81%

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