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 11.45% 0.12 CHF 0.13 CHF 420'000 100'000 399'912 100'000 50'592 CHF 14'215 CHF 89.98% 89.98%
12.07.2024 12.42% 0.12 CHF 0.14 CHF 420'000 100'000 408'842 100'000 50'512 CHF 14'000 CHF 87.00% 87.00%
11.07.2024 11.43% 0.12 CHF 0.14 CHF 420'000 100'000 391'138 100'000 50'573 CHF 14'524 CHF 91.65% 91.65%
10.07.2024 10.65% 0.12 CHF 0.13 CHF 420'000 100'000 431'616 100'000 50'458 CHF 13'018 CHF 99.39% 99.39%
09.07.2024 17.59% 0.11 CHF 0.13 CHF 460'000 100'000 126'986 59'456 14'014 CHF 7'764 CHF 97.89% 97.89%
08.07.2024 11.42% 0.11 CHF 0.12 CHF 460'000 100'000 465'073 100'000 50'524 CHF 12'191 CHF 100.00% 100.00%
05.07.2024 12.49% 0.10 CHF 0.12 CHF 500'000 100'000 491'739 100'000 50'124 CHF 11'569 CHF 99.53% 99.53%
04.07.2024 11.91% 0.11 CHF 0.12 CHF 460'000 100'000 461'772 100'000 50'573 CHF 12'351 CHF 99.58% 99.58%
03.07.2024 12.31% 0.10 CHF 0.12 CHF 500'000 100'000 483'618 100'000 50'246 CHF 11'770 CHF 99.50% 99.50%
02.07.2024 10.89% 0.11 CHF 0.13 CHF 460'000 100'000 445'534 100'000 50'528 CHF 12'669 CHF 98.29% 98.29%

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