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 1.40% 14.05 CHF 14.15 CHF 1'270 1'270 850 850 11'910 CHF 12'064 CHF 99.80% 99.80%
12.07.2024 1.47% 15.00 CHF 15.10 CHF 1'240 1'240 850 850 11'628 CHF 11'783 CHF 99.99% 99.99%
11.07.2024 1.62% 13.80 CHF 13.90 CHF 1'220 1'220 811 811 11'505 CHF 11'676 CHF 99.81% 99.81%
10.07.2024 1.50% 14.00 CHF 14.10 CHF 1'350 1'350 918 918 12'054 CHF 12'218 CHF 99.75% 99.75%
09.07.2024 1.48% 12.45 CHF 12.55 CHF 1'350 1'350 894 894 11'503 CHF 11'662 CHF 99.40% 99.40%
08.07.2024 1.59% 11.80 CHF 11.90 CHF 1'530 1'530 1'025 1'025 11'995 CHF 12'172 CHF 99.85% 99.85%
05.07.2024 1.55% 11.05 CHF 11.15 CHF 1'770 1'770 1'218 1'218 12'024 CHF 12'196 CHF 99.47% 99.47%
04.07.2024 2.44% 9.21 CHF 9.44 CHF 372 372 365 365 3'429 CHF 3'513 CHF 99.11% 99.11%
03.07.2024 1.54% 9.43 CHF 9.51 CHF 1'830 1'830 1'223 1'223 11'520 CHF 11'685 CHF 99.50% 99.50%
02.07.2024 1.60% 8.38 CHF 8.45 CHF 2'110 2'110 1'414 1'414 11'340 CHF 11'508 CHF 98.67% 98.67%

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