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% 13.03 CHF 13.04 CHF 31'000 31'000 12'754 12'754 165'795 CHF 166'210 CHF 98.92% 98.92%
12.07.2024 0.40% 12.88 CHF 12.89 CHF 31'000 31'000 12'912 12'912 162'085 CHF 162'509 CHF 99.82% 99.82%
11.07.2024 0.37% 12.82 CHF 12.83 CHF 31'000 31'000 11'973 11'973 157'999 CHF 158'373 CHF 99.93% 99.93%
10.07.2024 0.37% 13.38 CHF 13.39 CHF 30'000 30'000 11'940 11'940 158'507 CHF 158'882 CHF 99.59% 99.59%
09.07.2024 0.37% 13.12 CHF 13.13 CHF 30'000 30'000 11'940 11'940 160'397 CHF 160'772 CHF 99.15% 99.15%
08.07.2024 0.38% 13.29 CHF 13.30 CHF 30'000 30'000 12'530 12'530 164'036 CHF 164'449 CHF 100.00% 100.00%
05.07.2024 0.41% 12.79 CHF 12.80 CHF 31'000 31'000 13'213 13'213 162'022 CHF 162'445 CHF 95.45% 95.45%
04.07.2024 0.47% 11.72 CHF 11.76 CHF 10'000 10'000 8'388 8'388 98'750 CHF 99'197 CHF 97.96% 97.96%
03.07.2024 0.37% 11.82 CHF 11.83 CHF 33'000 33'000 13'662 13'662 156'479 CHF 156'857 CHF 93.23% 93.23%
02.07.2024 0.38% 11.07 CHF 11.08 CHF 35'000 35'000 13'894 13'894 152'143 CHF 152'516 CHF 99.98% 99.98%

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