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% 2.34 CHF 2.35 CHF 20'000 20'000 20'000 20'000 46'822 CHF 47'022 CHF 99.39% 99.39%
12.07.2024 0.43% 2.37 CHF 2.38 CHF 20'000 20'000 20'000 20'000 46'016 CHF 46'216 CHF 99.09% 99.09%
11.07.2024 0.43% 2.27 CHF 2.28 CHF 20'000 20'000 20'000 20'000 46'418 CHF 46'618 CHF 85.73% 85.73%
10.07.2024 0.45% 2.24 CHF 2.25 CHF 20'000 20'000 20'000 20'000 44'365 CHF 44'565 CHF 95.48% 95.48%
09.07.2024 0.45% 2.19 CHF 2.20 CHF 20'000 20'000 20'000 20'000 44'033 CHF 44'233 CHF 99.05% 99.05%
08.07.2024 0.47% 2.17 CHF 2.18 CHF 20'000 20'000 20'000 20'000 42'184 CHF 42'384 CHF 99.24% 99.24%
05.07.2024 0.52% 1.86 CHF 1.87 CHF 20'000 20'000 20'000 20'000 38'698 CHF 38'898 CHF 99.39% 99.39%
04.07.2024 0.51% 1.97 CHF 1.98 CHF 20'000 20'000 20'000 20'000 38'976 CHF 39'176 CHF 99.39% 99.39%
03.07.2024 0.52% 1.87 CHF 1.88 CHF 20'000 20'000 20'000 20'000 38'085 CHF 38'285 CHF 98.64% 98.64%
02.07.2024 0.52% 2.00 CHF 2.01 CHF 20'000 20'000 20'000 20'000 38'485 CHF 38'685 CHF 99.03% 99.03%

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