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 14.80% 0.07 CHF 0.08 CHF 1'000'000 500'000 1'000'000 500'000 63'165 CHF 36'583 CHF 98.99% 98.99%
12.07.2024 13.90% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 500'000 67'245 CHF 38'623 CHF 98.76% 98.76%
11.07.2024 10.02% 0.09 CHF 0.10 CHF 1'000'000 500'000 1'000'000 500'000 95'131 CHF 52'566 CHF 97.77% 97.77%
10.07.2024 9.63% 0.09 CHF 0.10 CHF 1'000'000 500'000 1'000'000 500'000 98'975 CHF 54'488 CHF 99.03% 99.03%
09.07.2024 9.36% 0.12 CHF 0.13 CHF 1'000'000 500'000 1'000'000 500'000 102'444 CHF 56'222 CHF 99.05% 99.05%
08.07.2024 9.50% 0.10 CHF 0.11 CHF 1'000'000 500'000 1'000'000 500'000 100'335 CHF 55'168 CHF 98.93% 98.93%
05.07.2024 9.54% 0.10 CHF 0.11 CHF 1'000'000 500'000 1'000'000 500'000 99'811 CHF 54'905 CHF 98.93% 98.93%
04.07.2024 9.39% 0.10 CHF 0.11 CHF 1'000'000 500'000 1'000'000 500'000 101'622 CHF 55'811 CHF 99.38% 99.38%
03.07.2024 8.21% 0.11 CHF 0.12 CHF 1'000'000 500'000 1'000'000 500'000 117'005 CHF 63'503 CHF 98.84% 98.84%
02.07.2024 9.94% 0.11 CHF 0.12 CHF 1'000'000 500'000 1'000'000 500'000 96'208 CHF 53'104 CHF 98.96% 98.96%

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