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 0.26% 3.88 CHF 3.89 CHF 20'600 20'600 20'515 20'515 78'627 CHF 78'832 CHF 100.00% 100.00%
12.07.2024 0.26% 3.91 CHF 3.92 CHF 20'500 20'500 20'693 20'693 79'433 CHF 79'640 CHF 100.00% 100.00%
11.07.2024 0.27% 3.76 CHF 3.77 CHF 21'500 21'500 21'640 21'640 80'129 CHF 80'345 CHF 100.00% 100.00%
10.07.2024 0.27% 3.69 CHF 3.70 CHF 22'000 22'000 21'944 21'944 79'876 CHF 80'096 CHF 99.99% 99.99%
09.07.2024 0.28% 3.56 CHF 3.57 CHF 21'700 21'700 21'794 21'794 77'337 CHF 77'555 CHF 100.00% 100.00%
08.07.2024 0.27% 3.63 CHF 3.64 CHF 21'700 21'700 21'611 21'611 78'869 CHF 79'085 CHF 99.98% 99.98%
05.07.2024 0.27% 3.66 CHF 3.67 CHF 21'600 21'600 21'283 21'283 79'959 CHF 80'171 CHF 99.81% 99.81%
04.07.2024 0.27% 3.71 CHF 3.72 CHF 21'900 21'900 21'773 21'773 80'234 CHF 80'452 CHF 99.50% 99.50%
03.07.2024 0.27% 3.67 CHF 3.68 CHF 22'600 22'600 22'508 22'508 82'011 CHF 82'236 CHF 99.36% 99.36%
02.07.2024 0.30% 3.42 CHF 3.43 CHF 22'700 22'700 22'772 22'772 77'062 CHF 77'290 CHF 99.99% 99.99%

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