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 0.96% 1.03 CHF 1.04 CHF 35'000 35'000 35'000 35'000 36'470 CHF 36'820 CHF 99.38% 99.38%
12.07.2024 0.93% 1.10 CHF 1.11 CHF 35'000 35'000 35'000 35'000 37'340 CHF 37'690 CHF 99.00% 99.00%
11.07.2024 0.99% 1.10 CHF 1.11 CHF 35'000 35'000 35'000 35'000 35'214 CHF 35'564 CHF 98.76% 98.76%
10.07.2024 1.10% 0.95 CHF 0.96 CHF 35'000 35'000 35'000 35'000 31'867 CHF 32'217 CHF 95.50% 95.50%
09.07.2024 1.33% 0.73 CHF 0.74 CHF 35'000 35'000 35'000 35'000 26'221 CHF 26'571 CHF 99.04% 99.04%
08.07.2024 1.33% 0.72 CHF 0.73 CHF 35'000 35'000 35'000 35'000 26'225 CHF 26'575 CHF 99.24% 99.24%
05.07.2024 1.34% 0.76 CHF 0.77 CHF 35'000 35'000 35'000 35'000 25'956 CHF 26'306 CHF 99.39% 99.39%
04.07.2024 1.46% 0.66 CHF 0.67 CHF 35'000 35'000 35'000 35'000 23'825 CHF 24'175 CHF 99.39% 99.39%
03.07.2024 1.70% 0.65 CHF 0.66 CHF 35'000 35'000 35'000 35'000 20'466 CHF 20'816 CHF 98.64% 98.64%
02.07.2024 1.73% 0.57 CHF 0.58 CHF 35'000 35'000 35'000 35'000 20'033 CHF 20'383 CHF 99.07% 99.07%

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