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 0.43% 11.61 CHF 11.62 CHF 31'000 31'000 12'755 12'755 147'598 CHF 148'014 CHF 98.94% 98.94%
12.07.2024 0.46% 11.45 CHF 11.46 CHF 31'000 31'000 12'912 12'912 143'711 CHF 144'135 CHF 99.82% 99.82%
11.07.2024 0.41% 11.40 CHF 11.41 CHF 31'000 31'000 11'969 11'969 140'830 CHF 141'204 CHF 99.90% 99.90%
10.07.2024 0.42% 11.94 CHF 11.95 CHF 30'000 30'000 11'938 11'938 141'346 CHF 141'722 CHF 99.58% 99.58%
09.07.2024 0.41% 11.69 CHF 11.70 CHF 30'000 30'000 11'890 11'890 142'670 CHF 143'045 CHF 100.00% 100.00%
08.07.2024 0.43% 11.86 CHF 11.87 CHF 30'000 30'000 12'527 12'527 146'102 CHF 146'514 CHF 100.00% 100.00%
05.07.2024 0.46% 11.36 CHF 11.37 CHF 31'000 31'000 13'213 13'213 143'218 CHF 143'641 CHF 95.45% 95.45%
04.07.2024 0.54% 10.30 CHF 10.34 CHF 10'000 10'000 8'401 8'401 86'962 CHF 87'409 CHF 97.96% 97.96%
03.07.2024 0.41% 10.40 CHF 10.41 CHF 33'000 33'000 13'897 13'897 139'378 CHF 139'756 CHF 97.40% 97.40%
02.07.2024 0.44% 9.65 CHF 9.66 CHF 35'000 35'000 13'861 13'861 132'108 CHF 132'482 CHF 99.83% 99.83%

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