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 0.40% 12.48 CHF 12.49 CHF 31'000 31'000 12'750 12'750 158'675 CHF 159'091 CHF 98.94% 98.94%
12.07.2024 0.42% 12.33 CHF 12.34 CHF 31'000 31'000 12'912 12'912 154'976 CHF 155'400 CHF 99.82% 99.82%
11.07.2024 0.39% 12.27 CHF 12.28 CHF 31'000 31'000 11'969 11'969 151'284 CHF 151'658 CHF 99.91% 99.91%
10.07.2024 0.39% 12.82 CHF 12.83 CHF 30'000 30'000 11'940 11'940 151'827 CHF 152'203 CHF 99.59% 99.59%
09.07.2024 0.38% 12.57 CHF 12.58 CHF 30'000 30'000 11'890 11'890 153'070 CHF 153'445 CHF 100.00% 100.00%
08.07.2024 0.40% 12.73 CHF 12.74 CHF 30'000 30'000 12'527 12'527 157'038 CHF 157'450 CHF 100.00% 100.00%
05.07.2024 0.43% 12.23 CHF 12.24 CHF 31'000 31'000 13'213 13'213 154'764 CHF 155'187 CHF 95.45% 95.45%
04.07.2024 0.50% 11.18 CHF 11.22 CHF 10'000 10'000 8'388 8'388 94'164 CHF 94'610 CHF 97.96% 97.96%
03.07.2024 0.38% 11.27 CHF 11.28 CHF 33'000 33'000 13'893 13'893 151'520 CHF 151'898 CHF 97.38% 97.38%
02.07.2024 0.40% 10.53 CHF 10.54 CHF 35'000 35'000 13'861 13'861 144'300 CHF 144'674 CHF 99.83% 99.83%

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