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 0.67% 2.83 CHF 2.84 CHF 28'760 28'760 19'150 19'150 54'734 CHF 55'073 CHF 99.95% 99.95%
12.07.2024 0.72% 2.73 CHF 2.74 CHF 29'100 29'100 19'560 19'560 52'340 CHF 52'686 CHF 100.00% 100.00%
11.07.2024 0.71% 2.63 CHF 2.64 CHF 29'350 29'350 19'498 19'498 52'358 CHF 52'702 CHF 99.99% 99.99%
10.07.2024 0.72% 2.70 CHF 2.71 CHF 29'020 29'020 19'463 19'463 52'042 CHF 52'386 CHF 100.00% 100.00%
09.07.2024 0.76% 2.58 CHF 2.59 CHF 29'400 29'400 19'697 19'697 50'327 CHF 50'677 CHF 99.54% 99.54%
08.07.2024 0.77% 2.51 CHF 2.52 CHF 29'690 29'690 19'894 19'894 49'718 CHF 50'070 CHF 100.00% 100.00%
05.07.2024 0.82% 2.43 CHF 2.44 CHF 29'990 29'990 20'259 20'259 47'664 CHF 48'023 CHF 99.94% 99.94%
04.07.2024 1.29% 2.35 CHF 2.38 CHF 6'050 6'050 6'004 6'004 13'976 CHF 14'156 CHF 99.13% 99.13%
03.07.2024 0.78% 2.28 CHF 2.29 CHF 30'560 30'560 20'000 20'000 48'748 CHF 49'101 CHF 99.65% 99.65%
02.07.2024 0.79% 2.37 CHF 2.38 CHF 30'070 30'070 19'928 19'928 47'728 CHF 48'081 CHF 99.06% 99.06%

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