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 0.77% 2.47 CHF 2.48 CHF 28'760 28'760 19'126 19'126 47'800 CHF 48'139 CHF 99.70% 99.70%
12.07.2024 0.83% 2.37 CHF 2.38 CHF 29'080 29'080 19'560 19'560 45'330 CHF 45'676 CHF 99.99% 99.99%
11.07.2024 0.82% 2.27 CHF 2.28 CHF 29'350 29'350 19'449 19'449 45'253 CHF 45'598 CHF 99.49% 99.49%
10.07.2024 0.83% 2.34 CHF 2.35 CHF 29'020 29'020 19'463 19'463 45'038 CHF 45'383 CHF 100.00% 100.00%
09.07.2024 0.88% 2.22 CHF 2.23 CHF 29'400 29'400 19'697 19'697 43'250 CHF 43'599 CHF 99.53% 99.53%
08.07.2024 0.90% 2.15 CHF 2.16 CHF 29'690 29'690 19'892 19'892 42'577 CHF 42'929 CHF 100.00% 100.00%
05.07.2024 0.97% 2.07 CHF 2.08 CHF 29'990 29'990 20'259 20'259 40'395 CHF 40'754 CHF 99.94% 99.94%
04.07.2024 1.53% 1.99 CHF 2.02 CHF 6'050 6'050 6'004 6'004 11'815 CHF 11'995 CHF 99.13% 99.13%
03.07.2024 0.92% 1.92 CHF 1.93 CHF 30'560 30'560 20'001 20'001 41'533 CHF 41'886 CHF 99.66% 99.66%
02.07.2024 0.93% 2.01 CHF 2.02 CHF 30'070 30'070 19'931 19'931 40'548 CHF 40'902 CHF 98.17% 98.17%

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