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 0.18% 15.61 CHF 15.92 CHF 1'300 1'300 8'086 8'086 132'425 CHF 132'598 CHF 98.85% 98.85%
12.07.2024 0.18% 15.91 CHF 16.21 CHF 1'300 1'300 8'372 8'372 131'227 CHF 131'406 CHF 98.97% 98.97%
11.07.2024 0.18% 14.94 CHF 15.24 CHF 1'300 1'300 8'199 8'199 129'891 CHF 130'066 CHF 98.76% 98.76%
10.07.2024 0.18% 15.82 CHF 16.11 CHF 1'300 1'300 8'646 8'646 131'549 CHF 131'732 CHF 98.93% 98.93%
09.07.2024 0.19% 15.40 CHF 15.71 CHF 1'300 1'300 8'093 8'093 126'999 CHF 127'173 CHF 98.63% 98.63%
08.07.2024 0.15% 16.33 CHF 16.63 CHF 1'300 1'300 8'277 8'277 134'443 CHF 134'615 CHF 96.81% 96.81%
05.07.2024 0.18% 16.01 CHF 16.31 CHF 1'300 1'300 8'302 8'302 132'106 CHF 132'283 CHF 98.72% 98.72%
04.07.2024 0.17% 15.75 CHF 16.05 CHF 1'300 1'300 8'563 8'563 133'110 CHF 133'289 CHF 97.57% 97.57%
03.07.2024 0.18% 14.73 CHF 15.05 CHF 1'300 1'300 7'729 7'729 124'897 CHF 125'060 CHF 98.36% 98.36%
02.07.2024 0.20% 17.18 CHF 17.52 CHF 1'200 1'200 7'294 7'294 127'633 CHF 127'835 CHF 98.67% 98.67%

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