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 44.80% 0.05 CHF 0.07 CHF 25'000 25'000 25'000 25'000 1'160 CHF 1'808 CHF 62.97% 62.97%
12.07.2024 18.92% 0.09 CHF 0.11 CHF 258'401 50'000 288'762 50'000 23'173 CHF 4'861 CHF 97.56% 97.56%
11.07.2024 18.98% 0.08 CHF 0.10 CHF 279'820 50'000 295'169 50'000 23'108 CHF 4'738 CHF 98.82% 98.82%
10.07.2024 20.47% 0.08 CHF 0.10 CHF 299'449 50'000 306'251 50'000 23'061 CHF 4'622 CHF 93.70% 93.70%
09.07.2024 17.08% 0.07 CHF 0.09 CHF 328'145 50'000 287'240 50'000 23'733 CHF 4'939 CHF 97.81% 97.81%
08.07.2024 15.02% 0.10 CHF 0.12 CHF 244'926 50'000 235'073 50'000 26'572 CHF 6'577 CHF 99.79% 99.79%
05.07.2024 13.66% 0.12 CHF 0.14 CHF 233'828 50'000 239'984 50'000 26'836 CHF 6'415 CHF 98.87% 98.87%
04.07.2024 15.87% 0.10 CHF 0.12 CHF 249'612 50'000 271'190 50'000 24'913 CHF 5'414 CHF 99.72% 99.72%
03.07.2024 24.74% 0.05 CHF 0.07 CHF 382'754 50'000 381'478 50'000 20'531 CHF 3'459 CHF 99.31% 99.31%
02.07.2024 31.24% 0.05 CHF 0.07 CHF 382'696 50'000 439'163 50'000 19'976 CHF 3'128 CHF 98.86% 98.86%

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