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% 12.65 CHF 12.66 CHF 31'000 31'000 12'753 12'753 160'871 CHF 161'287 CHF 98.92% 98.92%
12.07.2024 0.42% 12.49 CHF 12.50 CHF 31'000 31'000 12'938 12'938 157'432 CHF 157'857 CHF 99.34% 99.34%
11.07.2024 0.38% 12.44 CHF 12.45 CHF 31'000 31'000 11'970 11'970 153'334 CHF 153'708 CHF 99.91% 99.91%
10.07.2024 0.39% 12.99 CHF 13.00 CHF 30'000 30'000 11'940 11'940 153'880 CHF 154'256 CHF 99.59% 99.59%
09.07.2024 0.38% 12.74 CHF 12.75 CHF 30'000 30'000 11'931 11'931 155'664 CHF 156'038 CHF 99.30% 99.30%
08.07.2024 0.39% 12.90 CHF 12.91 CHF 30'000 30'000 12'530 12'530 159'199 CHF 159'611 CHF 100.00% 100.00%
05.07.2024 0.42% 12.40 CHF 12.41 CHF 31'000 31'000 13'213 13'213 156'912 CHF 157'335 CHF 95.45% 95.45%
04.07.2024 0.49% 11.33 CHF 11.37 CHF 10'000 10'000 8'388 8'388 95'494 CHF 95'940 CHF 97.96% 97.96%
03.07.2024 0.38% 11.43 CHF 11.44 CHF 33'000 33'000 13'792 13'792 152'612 CHF 152'991 CHF 93.83% 93.83%
02.07.2024 0.40% 10.68 CHF 10.69 CHF 35'000 35'000 13'893 13'893 146'719 CHF 147'093 CHF 99.98% 99.98%

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