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 24.26% 0.04 CHF 0.05 CHF 3'000'000 3'000'000 2'987'650 2'987'650 108'590 CHF 138'466 CHF 100.00% 100.00%
12.07.2024 22.22% 0.04 CHF 0.05 CHF 2'901'900 2'901'900 2'928'440 2'928'440 117'138 CHF 146'422 CHF 100.00% 100.00%
11.07.2024 20.26% 0.04 CHF 0.05 CHF 2'732'700 2'732'700 2'721'420 2'721'420 120'840 CHF 148'054 CHF 99.83% 99.83%
10.07.2024 19.42% 0.05 CHF 0.06 CHF 2'412'800 2'412'800 2'447'540 2'447'540 114'131 CHF 138'607 CHF 100.00% 100.00%
09.07.2024 18.25% 0.05 CHF 0.06 CHF 2'676'100 2'676'100 2'653'720 2'653'720 132'192 CHF 158'730 CHF 99.73% 99.73%
08.07.2024 19.95% 0.05 CHF 0.06 CHF 2'655'800 2'655'800 2'647'000 2'647'000 119'466 CHF 145'936 CHF 100.00% 100.00%
05.07.2024 19.99% 0.05 CHF 0.06 CHF 2'608'700 2'608'700 2'597'920 2'597'920 116'946 CHF 142'925 CHF 99.80% 99.80%
04.07.2024 18.19% 0.05 CHF 0.06 CHF 2'526'600 2'526'600 2'621'720 2'621'720 131'051 CHF 157'269 CHF 100.00% 100.00%
03.07.2024 18.74% 0.05 CHF 0.06 CHF 2'510'600 2'510'600 2'468'660 2'468'660 119'770 CHF 144'456 CHF 100.00% 100.00%
02.07.2024 17.79% 0.05 CHF 0.06 CHF 2'715'100 2'715'100 2'706'430 2'706'430 138'758 CHF 165'823 CHF 99.42% 99.42%

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