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 12.47% 0.08 CHF 0.09 CHF 1'970'200 1'970'200 631'442 631'442 48'135 CHF 54'457 CHF 98.87% 98.87%
12.07.2024 12.14% 0.08 CHF 0.09 CHF 1'919'100 1'919'100 611'928 611'928 47'024 CHF 53'151 CHF 100.00% 100.00%
11.07.2024 14.03% 0.07 CHF 0.08 CHF 2'254'200 2'254'200 706'485 706'485 49'386 CHF 56'512 CHF 99.99% 99.99%
10.07.2024 14.39% 0.07 CHF 0.08 CHF 2'249'800 2'249'800 718'166 718'166 48'386 CHF 55'577 CHF 99.89% 99.89%
09.07.2024 14.43% 0.07 CHF 0.08 CHF 2'164'800 2'164'800 698'114 698'114 45'281 CHF 52'271 CHF 99.98% 99.98%
08.07.2024 14.45% 0.07 CHF 0.08 CHF 2'258'900 2'258'900 722'067 722'067 47'898 CHF 55'128 CHF 99.98% 99.98%
05.07.2024 14.49% 0.07 CHF 0.08 CHF 2'278'900 2'278'900 724'704 724'704 47'590 CHF 54'847 CHF 99.71% 99.71%
04.07.2024 13.99% 0.07 CHF 0.08 CHF 455'800 455'800 334'237 334'237 22'423 CHF 25'766 CHF 94.02% 94.02%
03.07.2024 14.53% 0.07 CHF 0.08 CHF 2'346'000 2'346'000 751'643 751'643 48'857 CHF 56'383 CHF 99.53% 99.53%
02.07.2024 13.75% 0.07 CHF 0.08 CHF 2'141'500 2'141'500 688'925 688'925 46'147 CHF 53'046 CHF 100.00% 100.00%

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