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 11.63% 0.08 CHF 0.09 CHF 1'500'000 300'000 1'500'000 300'000 121'609 CHF 27'322 CHF 99.27% 99.27%
12.07.2024 11.65% 0.08 CHF 0.09 CHF 1'500'000 300'000 1'500'000 300'000 121'353 CHF 27'271 CHF 99.27% 99.27%
11.07.2024 10.84% 0.09 CHF 0.10 CHF 1'500'000 300'000 1'500'000 300'000 131'242 CHF 29'248 CHF 99.27% 99.27%
10.07.2024 13.50% 0.07 CHF 0.08 CHF 1'500'000 300'000 1'500'000 300'000 103'828 CHF 23'766 CHF 99.27% 99.27%
09.07.2024 13.06% 0.07 CHF 0.08 CHF 1'500'000 300'000 1'500'000 300'000 107'754 CHF 24'551 CHF 99.27% 99.27%
08.07.2024 11.45% 0.08 CHF 0.09 CHF 1'500'000 300'000 1'500'000 299'944 123'785 CHF 27'751 CHF 99.25% 99.25%
05.07.2024 9.88% 0.09 CHF 0.10 CHF 1'500'000 300'000 1'500'000 300'000 144'626 CHF 31'925 CHF 99.27% 99.27%
04.07.2024 10.50% 0.10 CHF 0.11 CHF 1'500'000 300'000 1'500'000 300'000 135'341 CHF 30'068 CHF 99.27% 99.27%
03.07.2024 10.91% 0.09 CHF 0.10 CHF 1'500'000 300'000 1'500'000 300'000 130'368 CHF 29'074 CHF 99.27% 99.27%
02.07.2024 13.46% 0.07 CHF 0.08 CHF 1'500'000 300'000 1'500'000 300'000 104'120 CHF 23'824 CHF 99.27% 99.27%

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